I think my very first introduction to D&D was, of all places, either the JC Pennys or Sears Christmas toy catalogue. During one holiday season in the late 1970's or early 80's, the catalogue actually featured a full set of around 20 AD&D pewter miniatures. I was around 10 years old at the time, and I'd love looking at the picture of the minis in the catalgoue, trying to match up the pictures with the names in the product's description. I had no clue what a Bugbear, a Drow, or a Drider were. I assumed a Bugbear was a critter that looked like a bug
(I later learned that was a drider).
Around that time, I would go to the local shopping malls with my family, and the AD&D hardback rule books intrigued me to no end. I really got a kick out of AD&D artwork, from the big demonic statue on the cover to the Player's Handbook, to the centaur, red dragon, and creepy troll on the cover to the Monster Manual. I'd browse through the books at the Walden's at the mall, but I still didn't know much about the game itself.
Eventually, my mom bought me the D&D basic set (purple box, with the Green Dragon and the Erol Otus artwork, IIRC). I loved pouring through the rules, and I still remember rolling up my first character, a Thief, though I never actually played him anywhere. Soon afterwards, though, I found out that my next door neighbor Mark wanted to put a local D&D game together. I was around 11 or 12, Mark was around 14, and Mark's older brother was a big AD&D player (though he didn't want to play with us kids), so Mark already had access to some rule books. Two other friends joined Mark and I, and our first official D&D experience was playing "Keep on the Borderlands" one fateful Saturday night in the early 1980's.