Because it's now so long ago I can't remember if this was my first time or not, but in any event it was very close (probably the second) and very memorable. As I've recounted in other posts I stumbled upon a pile of naturist magazines in the woods on our property. I liked what I saw and started pestering my parents about swimming nude in our pool. They finally relented and one afternoon my father took the three of us (I have a younger brother and sister) all skinny dipping in our pool. My father was also nude. We had a great time.
I suspect my mother was not happy with the idea because this was a one time event. However, it marked the beginning of my being able to skinny dip in our pool whenever I was by myself. As my brother and sister were not as eager to swim as I was this turned into almost all the time.