Re: Your first...
I was brought up in a village in Warwickshire, then we moved to Manchester when I was 17
A couple of the lads at school invited me to go with them to see Joan Baez at the Free Trade Hall. That would have been sometime in 1967
This was something of a revelation, as I hadn't really understood till then that you could actually go and see the musicians in the flesh, as opposed to listening to their records and watching them on TV --and so that was my first concert
After that I joined a folk club, to see various musicians, some better known than others
Then I moved on to see many Prog Rock bands at the Free Trade Hall and other venues, but also Woody Herman, Oscar Peterson, and others