I remember seeing MTV for the first time in 1982. I'm not sure if the first video I saw was for "Rio" by Duran Duran or the video for "Land Down Under" by Men at Work. They both had sand in them, and I vividly remember sand. I also vividly remember being disappointed when a commercial came on. I thought cable meant no commercials.
At MTV.com, you can watch the first full hour of the channel's broadcast, commercials and all (I want the Bulk!), in celebration of their birthday.