I grew up Southern Baptist and in our church Ash Wednesday wasn't a big deal. Southern Baptists don't do the whole ash on the forehead thing. I became aware of it as I got older and had friends in school that were Catholic, Episcopalian, and Lutheran, but I didn't understand or know the rules behind the ritual.
Then I grew up and attended a Lutheran college. I was a member of the choir at Wartburg College and we were required to sing at the Ash Wednesday morning services held at the school. When it was time to go up and have ashes smudged on our heads, the whole choir went so I just followed along. I didn't really want to walk around campus with black stuff smeared on my face for the rest of the day, so on the walk back to my seat I licked my thumb and wiped it off.
My Lutheran classmates were horrified! They looked at me like I had just murdered a puppy in front of them. I was so confused, but I never forgot my first "real" Ash Wednesday.
Is it wrong that to this day I amuse myself on Ash Wednesday by telling perfect strangers I encounter at the grocery store or wherever, "Ummm, hey, you've got a something on your face. Just thought you'd want to know."
(I'm probably going to hell.)