I'd say depends on your age, if you're over 18 then it'd be fine, if you're younger than that it may be too mature for you, depends on how much "adult" content you've been exposed to, and of course your sense of humor. I'd say if you're really worried, watch it online first before you ever go to a live showing of it with a cast, if you're under 18 you wouldn't be able to go see it live anyways.
Well I've seen all the Austin Power movies, Epic movie, and I watch The final destinicon (sorry for the trouble spelling, this is the word I always fail at) movies by myself. except for 4 and 5. I have nightmares when I watch those 2....My parents have Rocky horror picture show on DVD. I've got a cruel and wicked sence of humor. One more question, Is rocky horror picture show Mature because it's gory, or just filled with tons of...erm...Well, the "S" word. (I'm uncomfortable typing that word..Don't know why)
It never shows anything explicitly besides some corset tops slipping down and revealing a bit, but it is very much "S" themed, the most popular character of the show is Tim Curry, and he's in drag (dressed as a woman), and there are a couple "S" scenes, but they're from behind a curtain and you only see outlines, but nothing super explicit, etc.
I'd say if "S" themes really make you uncomfortable, don't watch it, otherwise have at it!
Well, I have seen and heard Innuendo puns, Like on Smosh, and on Pewdiepie. It doesn't bother me hearing the jokes. The only movies that don't bother me with that Kind of stuff is Epic Movie and Austin Powers. The most awkward thing is those jokes coming on screen when I'm watching a movie with my family. Like on Family Guy when Brian directs a..Um..Porno, when the girl starts "yelling" ( I think I'm going to cry ) I always come up with some excuse to leave the room until that seen is done.
If the kind of stuff they're able to show on Family Guy bothers you, then you may not be able to handle RHPS. I would definitely recommend waiting and seeing it later once things like that bother you less, or at least once you're 18 (which I'm assuming you're under). Really the best first experience of the show is to see it with a live cast once you're 18, if any perform in your area, and go with friends that have seen the show and can give you a good idea of what to expect.