When I think of the Pilot, the scene that impacted me the most was the confrontation on the bridge between Dean and Sam.
When Sam makes a comment that if it wasn't for pictures of his Mom he wouldn't even know what she looked like and even if they did find what killed her, it still wouldn't bring her back. This upsets Dean to the point where he grabs Sam by his jacket and pushes him up against the bridge. He tells Sam not to talk about her like that. Here we have a situation where I can really sympathize with both brothers. I feel bad for Dean because by knowing his mother, he is still affected by her death and so protective of her memory. Meanwhile I feel bad for Sam because even though he was spared the grief and loss, he lost out on the opportunity to know and have a relationship with his mother.
The scene that I always think of first is with the artist George Darrow.
Talk about the old adage "Be careful what you wish for" or in this case "Be careful how you wish for." George had asked to be talented but did not specify he wanted to be famous as well. So he sold his soul, never really benefiting from the deal. George impressed me, how he turned down Sam and Dean's help and was willing to take responsibility for his actions. To think years later Bobby would be taught the same lesson from Crowley. "You get more if you phrase it properly."
I Believe The Children Are Our Future
The scene that gets to me each time is when young Jesse learns the truth about being half human and half demon.
Sam warns Jesse that if he goes with his demon possessed mother people will die and if he makes the wrong choices it will haunt him for the rest of his life. When Jesse asks why is he telling him this Sam replies, "Because I have to believe someone can make the right choice. Even if I couldn't." I really felt for Sam here, still dealing with the guilt of his actions and trying to save Jesse from a similar fate.