My first exposure to SW (and ham radio) was when I mother bought my dad a Sears portable AM/FM/SW portable for Christmas 1964, with a shortwave band that tuned from 6 to 18 MHz, or 49-16 meters. I don't remember THE first shortwave station I heard, but it was probably one of the usual suspects (VOA, BBC, Radio Moscow, and the other major European stations). I was 9 years old and was already hooked.
I was more impressed when I found the 20 meter ham band and heard what was probably the last hurrah for Ancient Modulation -- still quite a bit of activity amongst the "quack quack noise". No BFO on this radio, so CW and SSB were out. I got even more hooked, although it was still a few more years before I got my Novice ticket.