I can think that the first time a musical album affected me most, it was Slipknot's album "Slipknot." I put the disc in my CD player (remember those things?) and slid on my headphones. The beginning seems somewhat calm if cryptic, what I was not prepared for was the track immediately following it. It was hard, intense, and LOUD. So the first time music affected me most, it was a headache.

But emotionally, the first time a song affected me was "Zombie" by the Cranberries. It's a rather raw song, and decries the violence that takes place in the "British Isles," between the Catholics and Protestants of Ireland/Scotland mostly. Specifically a bombing which resulted in the deaths of school children. Listening to the song, you get a tinge of the injustice and disparity of the band's feelings about it. Every time I listen to the song, I feel moved by it.
What kind of experiences have you had with music, that you'd like to share?