I was four years old, in kindergarten, and I remember riding a tricycle through the preschool's courtyard when someone pulled me off. I couldn't understand why until we were all under the building's overhang, and it was hailing. I remember I really wanted to run in it because we thought it was snow, but they told us hail was like raining rocks, and held us back.
I wasn't the most logical child, but I definitely see the same personality come through in this situation as I have now. It's strange that I can remember my reactions to the event more than the event itself.