First game I remember:
Losing 2-0 to Liverpool in the early Premier League years sticks in my mind. They had a few goals disallowed I seem to remember and didn't have a clue what was going on. My Dad probably had to explain that we didn't actually lose 8-0.
The first game I actually went to was against Sheffield United a few games into the 92/93 season, we won 3-2 but I think I was overwhelemed by the beauty of Loftus Road to remember any of the game itself.