My first R-rated movie was "Terminator 2"
Was probably around 10 years old- my best friend at the time was raised by his mom following his folks' divorce and she let him watch whatever the #### he wanted. "T2" was definitely diving in the deep end- I loved it then and still love it today. Action is one of my least favorite film genres but that one is about as good as they get IMO.
And even though they're not rated R, I also saw both "Jaws" and "Raiders of the Lost Ark" pretty young and though I loved them both, they definitely freaked me out a bit.