"This ain’t my first rodeo” means “this isn’t my first time.” Vern Gosdin released the song “This Ain’t My First Rodeo” in 1990 and the phrase bacme popular after that in the 1990s.


Google Books
Delirium of the Brave
by William C. Harris, Jr.
New York: St. Martin’s Press
2001
Pg. 320:
Vinnie snickered. “This ain’t my first rodeo. Everybody claims to have killer weed.”

Google Books
Body Language and Soulful Thoughts
by Petey Parker
Denton, TX: Rogers Publishing & Consulting, Inc.
2004
Pg. 67:
For anyone not born in the Lone Star State, the Texan accent and cowboy colloquialisms can seem a bit strange. Here is a guide to a few of the more colorful expressions you may encounter:
(...)
This ain’t my first rodeo=I’ve been around awhile.

Google Groups: misc.consumers.house
From:  Ron Rothenberg
Date:  Mon, Jan 23 1995 3:56 pm

>Maybe it was indeed only worth $50K, or less.
not so....this ain’t my first rodeo…

26 October 1990, Frederick (MD) Post, pg. C8:
COUNTRY SINGLES
(...)
14. “This Ain’t My First Rodeo” Vern Gosdin (Columbia)

21 July 1999, New York Times, “Clemens Is Looking For His Keys” by Harvey Araton, pg. D1:
Clemens is 36, a certain Hall of Famer who teaches us again that there is apparently no immunity to the misplacement of belief. Back in Boston and again in Toronto, the Texan had already gone through the process of reinventing himself. Whatever he’s really thinking about his power pitching, he’s publicly playing it cowboy cool.

“This is not my first rodeo,” he said. “I’ve been down the road.”.