Since I was old enough not to be in a cot. My parents moved into a 3 bedroom house so me and my brother never shared a room at all even though he's not that much younger than me. Don't know if that's weird or not...
I always had my own room. Nobody was allowed into it at night-time, so I generally screamed myself to sleep as a baby. No, seriously, my Gran was banned from babysitting after she was caught comforting me when I was 4 or something.
No wonder I had severe sleeping problems until the age of 17-18!
I've been sleeping alone for as long as I can remember, so probably when I was 2. I had no siblings close to my age and little dependence on my parents. I always thought this was normal but a lot of people here were much later. As far as I know it had no long term psychiatric effects... I hope
I remember when I was around 6-7 if I had a nightmare but my parents wouldn't let me sleep in their bed, I would go downstairs fetch my mattress, covers and pillows and just plant them at the bottom of their bed. That somehow fixed everything..
I had a room with my brother, but there had to be someone in other room, or hear TV if you like
I remember that I was scared of darkness, I had to have something lighted in my room.
The age I didn't care about it and actually enjoyed "darky" sleep was at 15 Shame one me
I'm told about 3. I always had a nightlight on though, until I was about 7. Now, I keep one plugged into a socket near the head of my bed for use purely when I'm reading in bed without all the lights on before sleeping.