It is supposedly very common among first-time marijuana users. Don't know about the other cases.
Anecdotal evidence from marijuana users suggests highly introspective people are more likely to dismiss the possibility on their first few tries that they were affected at all.
This is my experience of marijuana. As a consequence, I've only tried it a few times.
I previously would have said that if you have to learn how to experience the effect of a drug over multiple attempts, this was evidence that the effect was strongly influenced by social or anticipatory cues. I've been experimenting with modafinil and nicotine over the past few months, and while I think I'm aware of how they affect me, I still haven't been able to rule out the possibility that these effects are largely a consequence of my anticipating them.
This is the public group instrumental rationality diary for April 15-29.
Thanks to cata for starting the Group Rationality Diary posts, and to commenters for participating!
Next diary: May 1-15
Immediate past diary: April 5-14
Rationality Diaries archive