My first DXing attempts were made via car radio, old rabbit ears-antenna'd televisions, and at least two headsets/Walkman thingies of unknown brand. I didn't know what I was attempting to do - catching stations from far-off locales like ooooooh, Michigan, aaaaaah, Iowa and ooooooh, Illinois - had a name. I just knew it was thrilling! My TV DXing attempts never really went anywhere, but I was forever having a go at picking up distant FM stations and, usually on hot summer days, I'd succeed. MW DXing was harder, as I was leery of talk stations - bo-ring! said the me whose age could be written in single digits. I do remember hearing French spoken on the AM dial once or twice, which was quite exciting. I now suspect I was hearing CJBC on those evenings.
I was forever poking around the AM and FM dials as a teenager as well, though generally looking for old radio shows. If I snagged a distant station, all the better! I used to tune in episodes of 'When Radio Was' being broadcast on an MW station from Virginia almost nightly. Wish I could remember those call letters, if I ever knew them. I was forever being annoyed by WBZ in Boston drowning out WHO in Des Moines via co-channel interference on Sunday nights; what a pain in the bum when your favorite program is on and you can't hear for the splatter!
My first actual SW receiver was a DX-398, given to me as an eighteenth birthday gift. I was crazy excited! I spent that afternoon sitting on my bed with my ear to the speaker, having zero clue about bands, frequencies or pretty much anything else, tapping buttons and delightedly spinning along the dial. One of the first, if not the first, broadcasters I ever heard was the Voice of America, specivically Nightline Africa. I still like that show, even though I'm in the heart of the Midwestern U.S. and not anywhere or anyone near the target audience. Heh.

Later that evening, I was joyful at catching the BBC over shortwave for the first time. My mother was in the room, and I think I left her a little bemused.

That DX-398 is still my receiver, and still serves me very well. Now if I could just figure out how to shut off the timer I accidentally set on it...