The Red Wedding episode aired several months before I started watching GOT. I heard so much about that scene no matter what I was doing in life. It was on the radio, on forums, on social media... everywhere.
When watching that scene for the first time, it never occurred to me that that was what I was watching. I was on pins and needles the whole time and then a blood bath happened. Once the dust settled, I remember thinking to myself "OHHHHH. I get it now". Then I felt empty inside for the rest of the night.