First album I ever heard and really liked was Justice for all by Metallica. Frayed ends of sanity being still my favorite Metallica-song. Though it´s been just a few years that I´ve listened more extreme and not so mainstream styled metal like Iron maiden, Korn, Slipknot and stuff like that. I´m having kinda like second wave to metal music. And the first that kind of album was when I bought Monotheist by Celtic frost. What a unique and monstrous album gotta say.
No two ways about it, probably Linkin Park- Hybrid Theory. About as non-metal as metal comes I suppose, but it was the first step and I was about 13 years old so I was hardly going to be listening to Cannibal Corpse. After that I just listened to progressively heavier and heavier stuff. It was definitely a gradual thing though, I didn't start off with Metallica or anything like some of the others here.
I guess I gotta say it was a combination of Frank Klepacki's music from Command and Conquer (specifically Hell March) and then bands like Linkin Park, the heavier songs from Creed, and System of a Down. TV shows from my childhood with fast rock-themes like Power Rangers and Batman Beyond may also have had a hand in all of this.
I'm fairly sure that the first really heavy rock sound I latched on to was Hell March, though. I must've played that game at age 8 a few years after it came out, and I was completely addicted to that song.
"It is not your sin—it is your self-satisfaction that crieth unto heaven; your very sparingness in sin crieth unto heaven!
Where is the lightning to lick you with its tongue? Where is the frenzy with which ye should be inoculated?"