The phrase “this ain’t my first rodeo” goes back at least as far as the 1981 movie “Mommie Dearest,” where Faye Dunaway as Joan Crawford proclaims, “Don’t fuck with me fellas! This ain’t my first time at the rodeo” to a room of high-powered male executives trying to get the better of her in a business deal. A Way With Words: “Earlier forms of this expression involve such activities as a goat roping, a goat race, pumpkin picking, or a frog race.” “This Ain’t My First Rodeo” was also the title of a 1990 country song.