Roll her eyes and say.
"The very first concert my parents took me too was Bob Dylan"
Implication..."You see now why I am so screwed up?"
Smile and say.
"The first concert I ever went to? My parents took me to see Bob Dylan when I was three."
Implication..."Yes, I am a dork and so are my parents but still...pretty cool too."
I'm expecting the former but hoping for the latter.