"Istanbul" by They Might Be Giants - Technically, I went to my first concert at three years old when my family went to see The Beach Boys on the National Mall. Since I have no memory of this, I am going with the first concert I can remember, They Might Be Giants. My brother, Ben, has been a TMBG fan for a long time and I remember borrowing his tape and listening to it over and over. When I was 13, he took my brother Kevin and I with a few of his friends to see them at Wolf Trap. I remember very little about the show but I do remember there was a guy wearing a Pink Freud shirt and Ben finding it amusing. I didn't get it at the time.
Below is the Tiny Toons video for "Istanbul" which I haven't watched since I was a kid. I really loved Tiny Toons and TMBG so this makes me very nostalgic.