The first time that I stayed up learning all night on Shavuos was when I was about 14 years old. We lived in Doncaster, a suburb of Melbourne, Australia and attended a traditional shul, which, until that year did not have a Rabbi.  The shul hired a young Rabbi, an American, Yeshiva University graduate, who had a profound influence on me.  One thing that I recall clearly was Shavuos night ...