1.What was the first anime you watched? Sailor Moon. Came years before Pokemon.
2.What was the first anime you watched, knowing that it was anime? Ah My Goddess. Picked it up, believe it or not, at Wal Mart back in '05.
3.What was the first anime you watched with subs? I seem to recall Clannad being one of the first, but I'm not completely sure and there might be some random, obscure subbed OVA that I discovered first.