Looking through the thread, I see that I have not responded - probably because my answer is complicated. The first for-sure tornado that I SAW was in mid-May, 1970. The tornado occurred in Lansing, MI, and I saw it from the campus of Michigan State University, where I was a student. Although there were photographs of it at the time, I could not find any on Google Images just now. However, it was a long, ropy funnel, rather horizontal in the middle, kind of like the famous Cordell, OK tornado, but I and most who saw it were looking at it through trees, so nowhere near as visually impressive to most who saw it. And based on what I will describe in the next paragraph, I skedaddled to the basement rather than standing and watching it for very long.
Although that was the first tornado that I definitely SAW, it was not the first one that I experienced. Prior to that one, I experienced at least one and possibly as many as three tornadoes as a boy in Iowa. On May 7, 1964 (when I was a freshman in high school), an F2 tornado passed a block north of my house. Although I now know that it occurred with an HP supercell and was rain-wrapped, I had no idea of what was going on at the time except that there was a very intense severe thunderstorm moving through and then, like now, I wanted to see it. As the tornado touched down just to our north and began its 7-mile east-to-west track across the south side of Waterloo, IA, the rain and wind at our house were so intense that you could not see the houses across the street at its peak. A neighbor 2 houses to our north had an anemometer, and it recorded a peak wind of 100 mph - and that was still a few hundred feet south of the damage path. Numerous buildings were severely damaged in the tornado, and 27 people were injured, according to archived reports. And what was I doing? Standing in front of a west-facing picture window watching the storm. I am lucky that the window held. That experience gave me more respect for tornado warnings than I had ever had up until then, and for years after that, my fear overcame my curiosity and sent me scrambling to shelter whenever the sirens blew.
But even that may not have been my first tornado. A year or two before that, I saw what I would now describe as a wall cloud that appeared to extend to the ground northwest of my aunt and uncle's house in Waucoma, IA, in Fayette County, IA. So far as I know it was never confirmed as a tornado, but there was wind damage in Lawler, IA, about where it would have been. And a couple years before that, I experienced what I now think may have been an anticyclonic tornado at my home in Waterloo. Our house was under the updraft of what I am sure was a supercell storm, which produced golfball hail at the airport 4 or 5 miles north of our house. As the low updraft base passed over, I tried to go outside to look at the storm, but the wind from the west or NW was so strong that I could not open the storm door to go out. Then suddenly debris came flying up our street from south to north. Looking east after the brief violent wind passed over, clouds were moving every which way. A couple miles due east of our house, a church was pretty much destroyed by wind. This event was never confirmed as a tornado so far as I know, but was instead described by the media as a "freak storm." But considering the sudden wind shift from W or NW to S, the narrow damage track, and the intensity of the damage in some spots, I am inclined to think there is a good chance that this was an anticyclonic tornado. I am not entirely sure what year this was, but I would guess probably somewhere around 1960 or so.
So when was my first tornado? I really don't know, except that it was at least 45 years ago, and probably more. My first CHASE tornado, on the other hand, was not until December 23, 1996 in the Evansville, IL area. Yes, December - that is not a typo.