Not awful at all. Like everyone says, he'll remember it forever. And the smoke and lights (and Eddie) are what makes concerts fun.
I'll go ahead and assume that your son is smart enough to know that Eddie's not real (just like... Satan) and that he's not at risk of harming himself or others (family or pets) just because of this music he was so wrongly exposed to.
But just for fun, next year say you're taking him to Iron Maiden's Kill Your In Laws tour.