I remember my first 8-rated movie right away: Die Hard
But let me think, first 18-rated (UK equivalent) game? I think it would have to be Silent Hill and I really was literally too scared by it to complete it though I think that is fair enough for a 10 year old. Then again apparently MGS was rated M-for-mature or 18-certificate. MGS was certainly the first M-rated game I finished though being only 10 years old I only did it with help of the stealth-camo that my older brother had unlocked for me. Played it through entirely solo when I was about 13 or 14.
Actually, considering I used a favourable save from my older brother then I guess in fact my the first M-rated game I completed totally on my own ability would have been Perfect Dark. Ah, that was a hell of a game, makes me wish my good old N64 hadn't been lost in a house fire
They say N64s are like AK47s, they can survive all sorts of bad treatment and just age yet keep on ticking. Well thousand degree heat just belts it into a charred blob of black plastic.