Probably the first ever was a big band jazz concert with my grandparents in Massachusetts. We used to see a lot of that kind of thing when we'd visit the grandparents, especially after they found out I wanted to play drums.
But the first one I went to without adult supervision was George Benson and Lee Ritenour JVC Jazz Festival tour in 1988, at the Fox in Atlanta.
First rock concert was The Who The Kids Are Alright tour 1989. 4th row center at Lakewood Amphitheater in Atlanta.