What was your first horror movie?

Mine was GRIM (1995).

This is not only my first horror movie but also the first movie I ever watched. Horror has been my default/main genre ever since.

I watched it on LD (Laser Disc) back in 1996 (India). I am 33 now and it probably will not be very good to watch now as the ratings show 2.3 on IMDB.