Ever since my first visit to LegoLand Windsor, I've always been fascinated by roller coasters, but for ages, I never went on anything more scary than the "Dragon's Apprentice". I remember going to Chessington when I was about 13, and chickening out of the mine train coaster. I think the reason was that although "Dragon's Apprentice" is the tiniest of coasters, it's surprisingly intense, at least for small children - so I was using it as a benchmark, thinking that if I was scared of it, then anything that was any larger must be exponentially more scary.
Anyway, a year or so later, I went back to LegoLand with a friend. He forced me to ride Jungle Coaster at the start of the day. I loved it, went on the big Dragon Coaster as well (and it was nothing like I'd expected), and then a few months later I went to Chessington, and then to Thorpe Park. I did everything at Chessington and at Thorpe I rode most of the larger rides - Rush, Inferno, Colossus, Detonator... unfortunately, the same benchmarking problem arose that day - upon riding Detonator (115ft) I naturally (but wrongly) assumed that Stealth (205ft) must be far scarier, so I didn't manage to get myself onto Stealth that day.
After that, I got really into coasters, and joined these forums, so I guess my first 'big' coaster was Nemesis Inferno, but the coaster that got me over my fears and really interested in them was Jungle Coaster...