This isn't something that stopped me doing my work as such, but it was my first encounter with that level of security.
I was lucky enough to get to do my pre-GCSE work experience week in a military facility.
On the Monday morning my Dad dropped me off just down the road from the main gates on his way to work. The 14-year old version of me was still enthusiastic and ready to experience the world of work, because at that point I hadn't had my soul crushed into an uncaring pulp. I merrily walked up to the gate and was confronted by the guard, with huge machine gun in hand. After changing my underpants I managed to nervously blurt out why I was there and he called the relevant person to come and meet me, and I began my week.
By the time the end of my week came around, I was greeting the same tooled-up guard with a cheery "morning mate!" and he even shook my hand when I left. Good times!