"I have an amusing experience" is correct. While both amused and amusing are adjectives, "amused" describes a feeling and "amusing" describes something causing amusement. So you can say: I was amused by the monkey. The monkey was amusing. I was amused by the experience. The experience was amusing.

Things can't be amusED, things can't only be amusING for someone. People can be both amusED by someone or something and amusING for other people.

The more correct answer is "amusing", but the verb tense is wrong because this phrase is often used to start a story which started and ended in the past. Therefore the best answer is in the past perfect, "I have had an amusing experience".