I have been to a concert.

[tufguy]

"I came back from a concert and I was happy because that was the first time I had been to a concert."

"I have just come back from the concert and this is the first time I have been to a concert."

"I am in the concert right now and this is the first time I have been to a concert."

Please check.

 

[Rover_KE]

Using the same word twice in the same sentence is considered poor style.

I have just come back from the first concert I have ever been to.
I'm at a concert right now and it's the first time I have been to one.

 

[emsr2d2]

I'm happy because I've just been to my first concert.