Richard Rhodes in his book "Masters of Death" cites Karl Wolff, personal adjutant of Himmler, who states that organised especially for Himmler execution of 120 men near Minsk August 15th 1941 was the first time when Himmler witnessed killing a man. According to Rhodes he was so disturbed that he decided after to came up with other, more clean and less mentally burdensome method of killing. Is it possible that it was first time when Chief of SS witnessed act of killing? Also is it true that it was the reason of implementing gas chambers?
/u/sepalg explains in an answer to the question "Why did the Nazis keep Jews as prisoners instead of killing all of them immediately?" that having German soldiers shoot did cause emotional trauma for the German soldiers and that this was a recognized problem within the Nazi government. /u/GretchenG expands on sepalg's answer and mentions that "Not only was the Zyklon B more efficient and less costly, but it also aided in maintaining the mental and emotional stability of the soldiers and reserve police". So not only could gassing have been a way to lessen the emotional burden for their own troops, it seems like it was also the preferred choice from an economical standpoint as well. I found this previous answer and reply in the FAQ, which has several good answers to question about the Holocaust and Nazi Germany.
/u/commiespaceinvader wrote about this in an answer from about 4-5 months ago, to the question what do we know of the psychological impacts of rank-and-file SS soldiers. This answer specifically mentions Himmler's 1941 Minsk visit, but seems to be dismissive of the idea that this very visit sparked the idea of coming up with a less emotionally taxing mass murder method.
"...Bach-Zelewski's narrative that because Himmler was so repulsed by the mass shootings that he ordered new methods to be found has been called into somewhat into question by Gerlach et.al., not just because nothing of the like is reported about his visits to Mogilew and Sobibor but also because gassing as a means of mass murder had already been mentioned before by this point." It's well worth the read in its entirety even though Himmler is only touched upon in a smaller degree, and the answer has several links that might be of interest to you.
I haven't (yet) found anything about at what time Himmler first witnessed the death of a human at the hands of a human. I'll try to see if I find other relevant answers and will edit them in if I do.
(Mods, this is my first attempt at finding answers for another redditor. Let me know if it needs improvement, and keep up the good work)