I started at age 34 while in the hospital waiting for medicines to work for depression and anxiety, I found my metal watch band had a fairly sharp point. It relieved the anxiety I was feeling at the time. That was the first time I actually connected SI with the "relief"

I'm trying to think back if I had actually done anything earlier. I think I was self medicating in high school with cigarettes and alcohol. When I got to college with lots more alcohol. At the end of college marijuana was the choice. All in all I would say I had some very risky behaviors. I guess many of those would be considered some form of SI.