Tangerine Dream, Chichester Festival Theatre in August 1972 (I think) h my:
First proper rock gig: the mighty Thin Lizzy, Brighton Dome 1976 Jailbreak tour. Oh yes.
Appropriate, given Hamilton's avatar above, but my first 'gig' was Morecambe and Wise, at the Chichester Festival Theatre in '74 (or '75, not 100% sure). Support acts were Mrs Mills on piano, preceded by Patrick Moore doing a stint on xylophone (so technically, Patrick Moore was my first). Marvellous innings from everyone. God only knows how my dad got tickets, considering they were pulling in record TV audiences of 25 million at the time.
First 'proper gig' was Procol Harum at the Assembly Hall, Tunbridge Wells, early '77. I was 15.
First gig was The Jam at the Brighton Centre, 1980. Won 2 tickets for getting 3 new customers on my Argus delivery round!
First gig I actually paid for was The Cure, Brighton Dome 1982 - Pornography tour. Supported by some band called Zerra One, who were pants. Was near the front and the singer asked the girl in front of me whether we ever sweated in Brighton, to which she replied "No, we perspire".
I saw genesis - Foxtrot at the new theatre in Oxford in late 1972, early 1973. The album wasn't released until Oct 1972, according to Wikipedia. It got me hooked on Genesis for life, although majoring on the Peter Gabriel years. Loved the mixture of theatrics and Music, and Music which struck me as far more interesting than any of the other progressive bands at the time.