First exposure to a musical at all: My uncle playing his original cast album of The Music Man. I was very taken with the music, even though I didn't have the slightest idea what was going on, AND with his record player which seemed so much nicer than the one we had at that time. I wouldn't know anything more about the show itself until we saw the movie on its opening night, three or four years later.
First time seeing a musical: The movie South Pacific, seen at a drive-in in Columbus. Blew me away. NOW I understood what a "musical" was, how songs worked in them, etc. That film holds a special magic for me to this day.
First time seeing one on stage: South Pacific again, a year later when we had just moved to Fort Lauderdale, some local group doing it in the cavernous War Memorial Auditorium. (I still have the program.) The performance could have been execrable for all I know, but I was in heaven.
First cast album of a musical: Yep, South Pacific. But not a real cast album, just some second- or third-rate thing with no names on it. But I wore that thing down to nothing. It would be another year or so before we joined the Columbia Record Club and I insisted we get the actual Broadway cast album. Now I knew what was "real" and what wasn't, and I was hooked for life.