I think it might have been a television airing from 1986 or so; I don't actually remember. Most of my childhood viewings were from television airings that my dad recorded--maybe that very first viewing? ESB is equally obscure in my early childhood, and I watched it from a VHS-recorded TV airing around the same time. I still remember the commercials from both of those, they are so ingrained in my memory.
ROTJ I didn't see until 1989, when it aired on The Movie Network and a family friend recorded it for me, but I wasn't all that into it. Sometime around 1992 I taped over the first 20 minutes with an episode of Superdave Osbourne, so I didn't really see the intro of Jedi until the 1995 THX releases (though I remember a vague sense of familiarity during certain scenes; I had also read the novel a year or two before that).