Edit: What I'm sharing isn't necessarily my earliest memories of watching hockey, but an experience from my childhood that I will never forget (both good and bad):
My first real vivid hockey moment oddly was the summer of 1977 (I was 13 at the time) when my Dad and I went to a Hockey Night in Canada Q & A session at the Canadian National Exhibition in Toronto, where my family was vacationing. Brian McFarlane was the session emcee and he was taking questions from the audience for the panelists, including several players of the day (none of whom stuck out in my mind at the time), as well as King Clancy, the Maple Leafs defenseman from years ago who must have been about 70 or so at the time.
About halfway through the session, I was starting to get frustrated with the softball questions people were asking (who was your favorite player growing up, how do you stay in shape during the offseason, etc.), so I decided to ask a more controversial question. I raised my hand, got Brian's attention, and asked the panel, "Will the NHL and the WHA end up merging?" The audience went deathly silent; you could hear a pin drop. The three players each thought that merging the two leagues was a good idea, and the crowd starting booing louder with each response from them. Then Clancy, who I should have known would be dead set against such a merger, stands up and starts pointing his finger at me and saying all kinds of nasty things at me to the point where Brian had to tell him to settle down. I think King's tirade angered my Dad more than it did me; I know that Dad lost a lot of respect for Clancy (a guy Dad thought highly of going into the session) that day.
The thing I'll remember most, though, was Brian coming up to me after the session was over and telling me what an excellent question I had asked and that it took a lot of guts to ask it.