We present a cognitive psychology experiment where participants were asked to select pairs of spatial directions that they considered to be the best example of Two different wind directions. Data are shown to violate the CHSH version of Bell's inequality with the same magnitude as in typical Bell-test experiments with entangled spins. Wind directions thus appear to be conceptual entities connected through meaning, in human cognition, in a similar way as spins appear to be entangled in experiments conducted in physics laboratories. This is the first part of a two-part article. In the second part (Aerts et al. in Found Sci, 2017) we present a symmetrized version of the same experiment for which we provide a quantum modeling of the collected data in Hilbert space.