I'm pretty sure it was one of those carnival coasters at the local carnival when I was around 2 or 3. Damn, I thought those were the most thrilling things.
As for real amusement park coasters and not just the ones at the fairs, probably Jr.Gemini when I was 3 or 4. Little did I know I'd become a Cedar Point fangirl.
EDIT: Actually, I can't remember whether my first coaster at a RCDB credited amusement park was Jr.Gemini or Endicot Emeril Mine. Either way, I was still about 2-4 years old.