That's a tough one. First concert was Kick Axe, Whitesnake, Quiet Riot September 29, 1984. Kick Axe opened, and I didn't know them at the time, so I can't be sure about the first song. For some reason, I seem to recall it possibly being Heavy Metal Shuffle. But I found a King Biscuit Flower Hour recording of a show a few months before that where they opened with Alive And Kickin'. So, yeah, not sure about the first song.