The very first thing that I can remember is from when I was about four. We were living in North Dakota at the time, which was where I was born, and I vaguely remember that the house was yellow, and it had two stories. The stairs had a small landing, which had a couple of big bookcases on it.
I remember being upstairs with my brother, and then I remember falling. I hit the landing and managed to continue falling all the way to the first floor. I don't remember it hurting very much, just that it scared me a lot. I've always been clumsy, and I think this was the first time I'd ever had a "big" fall.
To this day, I'm actually still afraid of being on stairs. It doesn't help that about once every couple of years or so, I'll end up falling down the stairs again. In college, I lived in the third and fourth floors of the library, which had some fairly rickety stairs leading up to the stacks. There was at least a couple of times that I would be leaving the library and would end up flat on my back as my feet went out from under me. Fortunately, I never fell head over heels the way I did that first time, but it was still terrifying every time, and I'm always vaguely nervous when I climb stairs - especially coming down.
I've the feeling that this exercise is going to show a lot more about my various neuroses than anything else. :)