My mom had me watch The Exorcist when I was six or seven. This was exceptionally odd, because just a year or so prior she tried to shield me from First Blood. That said, if I were to guess, I'd say this happened around Halloween, and, knowing my love of horror movies, Mom probably wanted to scare me a little. However, the movie impressed me more than anything else; I was absolutely fascinated with the special effects.
Since then, I've come to the conclusion that the real reason The Exorcist didn't scare me is because I'm not Catholic. I've found more Catholics who are terrified of that movie than people of other faiths.
Now it makes sense! Most of my extended family is Catholic and I am an Evangelical Christian. The movie never frightened me like it did them.