My earliest memory is of a lego creation at my preschool. I didn't want anyone to take it apart and brought it home with me and was later chastised by both my parents and my teacher for stealing. It made quite an impression on me.
Usually psychologically straining events that happen to us when we are very young can stay with us and permanently affect our personalities as adults. If your case happened to someone else, they could have an exaggerated fear of criticism and disapproval from other people because of this event that happened in their childhood. Not saying at all that you are like this, but I thought it was interesting how your first memory was one that could've potentially induced mental and emotional stress on you.