The first music I ever heard must have been a nusery rhyme or the radio, or possibly the National Anthem which was more popular back then. Or, at least, more played.
However, I don't actually remember hearing any of them. The first song I can recall hearing was 'Little Angeline', and on the other side of that 78 was, I think, 'March Of The Toytown Soldiers'.   I was too young to march to it then, and now I hope I've got more sense.