I think the circumstance you are in when you first hear a song or album is soooo important.
The first time I heard Kid A by Radiohead in full was in the car with my dad, we were driving on a windy road on a cliff by the sea at night, and he had the brights on so the brush in front of the road would be illuminated when we turned, but nothing behind it because of the fact we were on a cliff.
Another first was when I heard In Dark Trees by Brian Eno in a completely silent (aside from the song playing) bookstore that only sold art books, and it was dark outside and I was browsing between the shelves. Perfect vibe if you ask me.