Yeeeeeah, I don't watch too much anime, but here goes:
What was the first anime you watched?
It was Pokémon way back when it first came out.
What was the first anime you watched, knowing that it was anime?
I honestly have no idea, it was probably Dragon Ball or Dragon Ball Z though.
What was the first anime you watched with subs?
Some animated adaptations of the "Tales of" series, back when I was really into it. I think it was the "Tales of Eternia" anime adaptation.