Well, since my parents were the primary buyers of video games, yes. In a way. If my Dad wanted a game, he would get it. After he was done, we could have it. As for books, movies, and music, no, they didn't care. If we had a question about something, we asked. I was watching R-Rated movies when I was five. It wasn't a big deal.
I don't really understand censorship. I know my a set for my cousins were not allowed to watch cartoons until they were sixteen because their parents were afraid they would mix reality and fantasy. I'm pretty sure that once you get your first Pokeball and a Pikachu doesn't come out, you know that it's not real. Same for books. It really has no point. You can't pick up a stick and make something levitate. It's fiction for a reason.