I am a little amazed to see nobody mentioning "The Exorcist" (Original one). That movie freaked me out! I still get the shivers as I think of some scenes from the movie.
Haha, I hadn't seen the extended cut til a while ago, and I saw the bit with her crawling down the stairs upside down, that was kinda disturbing.
I think the next thing I watched was Omen when I was about 9 or 10, that was pretty messed up. Just goes to show how early we desensitize ourselves to gore and violence quite willingly when we're younger, and because of it are getting harder and harder for the game companies to put the fear into us with messed up gruesome games.
I think i was 9 years old when i saw my first horror movie. Τhe title was 'Return of the living dead' and it was something about zombies that eating brains...
Ahahahaha, I love that movie so much, though the naked half a wrinkly lady corpse torso thing they strap to the table freaked me out a bit! that was weeeiiiird >_>