I had a few demos of high-rated games on my old Playstation 1 when I was really young, ratings probably about 15-16 and I was mabey 8? Well, close enough. Then came GTA: Vice City when I was 10, that was the first rated (above a universal 3+ rating anyway) full game I played ever. Actually, thinking about it, Bioshock was the only other 18 rated game I've enjoyed other than the GTA series.
My first 16+ game was, ironically, at an older age than when I played Vice City; I got Halo 1 for Christmas while I was 14 (which I thought was fantastic because my parents are really strics about ratings. Yeah they didn't exactly know I was playing GTA. ...actually, they STILL don't approve of me playing GTA now I'm above the age imit.)