This is a fantastic thread - great to hear how everyone discovered music!
I grew up in a very musical family (my dad's cousin is a well-known Canadian singer [mostly for his stuff in the late 80's and 90's], and my mom was a singer in a band in the 70's), so I grew up with music constantly in the house. I took piano lessons, then eventually moved on to guitar. I've always been involved in singing in some way or another since I was a baby - I'd sing in church, in community choirs, was in several musicals, and was a part of an honours music program in high school. I continued on with singing into university, but haven't done much of that since then, although I'd really love to pick that up again. I still play guitar, though.
I can't remember the first song I ever heard, but like namkcuR, I definitely do remember listening to Raffi, Charlotte Diamond, etc. as a wee child.
As I got older, I was really interested in the hundreds of records my parents had, so I listened to a lot of Beatles, Led Zeppelin, Janis Joplin, Beach Boys, The Byrds, Mammas and the Pappas, etc. starting when I was probably 8 or 9, I think.
By the time I was 15, I was a huge Beatles fan. My mom had all the records, and would tell me stories of being a part of Beatle-mania, which was really cool to hear. I listened to them constantly, and always had the radio tuned to the Oldies station. I got to know the DJ's pretty well, as I'd always call in to request songs. Every Sunday morning they'd have Beatles Brunch, where they'd focus on a specific album or era, and play interviews, live songs, etc. Very fun to listen to!
Of course in the mid-90's I got really into Nirvana, Green Day, Pearl Jam, etc. and was also a big fan of ska and swing music.
Right now I mostly listen to British singers/bands, but I'll listen to pretty much anything except for country.