The first memory I have of listening to music was when I was really young and I got out of bed to go to the bathroom, and I walked past my dad's room, where he was listening to music, and his door was opened (mine was shut, so I didn't hear it in bed). The song that was playing was Rammstein's Spieluhr, and I actually stopped in the doorway to listen to it because it was just so cool, I presume (I don't remember my reasons for stopping). Anyway, after standing there for half the song, my dad noticed me and sent me back to bed, where I proceeded to have nightmares about being buried alive (that's what the song is about).
Oddly enough, Spieluhr remains one of my favourite Rammstein songs, so despite the nightmares, it probably left a good impression.