The Financial Times spent a little time with Cindy Sherman and encouraged her to think back to the first time she took a self-portrait:

Asked to describe the first photograph that she ever took of herself, Cindy Sherman tucks her neat blond hair behind her ears and smiles, a little embarrassed. She was in her second year at Buffalo’s State University College, she tells me, and her photography class was assigned a new project: to confront something that made them uncomfortable. A number of other students took photographs of passers-by on the street to overcome their fear of photographing strangers; Sherman’s own thoughts turned to a photography field trip that was rumoured to happen the following semester, when “everyone would go into the woods and run around in the waterfalls and take off their clothes and take photos of each other … Really,” she tells me, wide-eyed, “it was my total nightmare.” In response to the professor’s brief, she took a photograph of herself in her bedroom, entirely naked except for the black lead that connected the camera to the remote shutter in her hand, with which she drew the outline of clothing on her body. The photograph, she remembers, earned her the first good grade in a class she had been failing.

Me, Myself and Why (Financial Times)