I think using both MY and I is redundant. That's likely the problem. MY first time listening or THE first time I listened It would be the same if you said "YOUR first time that YOU listened" Choose one; don't use both.

I think it's even more correct in spoken form to say, "it's the first time I've HEARD this song."

I suggest you saying: "It's my first time that I have listened to this song"

Hi Mega Ga, You could say : Its the first time that I have listened to this song It's the first time I have listened to this song (conversational English) Reza is spot on aswell.. Hope it Helps Bud

The first time I have listened to that song (I think)