I can't remember the exact year/age, but I think it was around the mid 1990s, which would have put me between 5 and 7. I received the games Doom and Hexen from "Santa Claus". I could beat one level of Doom and got scared (lol), and Hexen I could never figure out what was going on.
Didn't play any other m-rated games until Nightmare Creatures on the N64 around the late 90s.
That game got lost unfortunately. So, I didn't play another M until Halo 2. (I never really have considered the Halo games to be worthy of their M rating though.) Bought Crackdown last July for like $5, then got MW2 this past Christmas. I've played quite a few M rated games since then.