My first gig was R.E.M. at Sterling Castle. The first gig were I was playing was at Ashington Socal Club; I got really drunk and can't remember what we played.
I think it was Black Sabbath at Cleveland Music Hall in 1984 or 85. And since it is Jerry Garcia's birthday, the first Dead show was at the Akron Rubber Bowl in 1986, with Bob Dylan and Tom Petty opening. (The last Dead related show was last Thursday--Rhythm Devils (Mickey Hart and Bill Kreutzman) at Soundwave in San Diego. Awesome show, about 500 people were there and before the show, Mickey and Bill came out and hung out with everyone in line for about fifteen minutes.
My first concert was when I was about 7 or 8. The Beach Boys were playing at the county fair, and at the time I was OBSESSED with the Beach Boys (I still do love them, though not as much as back then). Me and my dad were both fans, and I begged him to take me to the concert for about an hour. He finally relented and we got to go to the fair and see them, and they sounded AMAZING. There were beach balls bouncing around in the crowd.... it was amazing. And I knew every word to every song, so the older concertgoers were pretty surprised to see a 7/8 yr old singing 60s music.
God, showing my age, but probably The Who in an open-air concert in Glasgow in the late 1970s. The best I've seen in recent times though was Bruce Springsteen in London during his The Rising tour in 2003. Absolutely fantastic.
This'll seem like a crime. I've never been to a concert, unless you count an interschool(which doesn't count really)