First concert I ever went to was Donovan at the St. Louis Opera House, when I was a freshman. That really dates me, I guess.
Best concert is a tie between a couple of events.
One was about 20 years ago - a friend and I went to Eli's Mile High Club in Oakland to see John Lee Hooker, headlining a triple set with the Mission Street Blues Band and Ron Thompson and the Resistors.
Midway through his set John Lee introduced his special unannounced guest - Carlos Santana. John Lee and Carlos boogied almost non-stop for about an hour. Then Ron Thompson (unknown outside blues circles in the Bay Area but possessing some very fine chops himself) joined them on stage for the encore, and the three of them went at it for at least another half hour. They were still going strong when we left about 2:30 am.
The other was back in St. Louis about 1972 when I was an upperclassman. A friend told me that there was going to be an unannounced concert in the student lounge in the School of Social Work at Washington University. I headed over to see what was going on. Turned out to be
Johnny Shines, singing to a grand total of about 30 or 40 people. Every recording of him I've ever heard completely pales with having been about ten feet away from him and him looking me right in the eye as he sang and played.