my first game was prolly either Galaga(arcade) or Donkey Kong. Hard to remember exactly which came first.
I want to say Pitfall on the Atari 2600. I tried some other ones but can't recall the titles. After that...Mario Bros and Duck Hunt.
Either the first Mario Kart or Super Mario 64. Pretty sure it was Mario Kart though. Ah, good times, good times.
Halo 3 (just kidding). Super Mario/Duckhunt for the NES, unless you count those wierd laserdisc games where you would put the suction-cup on the TV screen.
I never really played console games much growing up. I think my first games were of the King's Quest Series and Sid Meier's Civilization.
Some of my first games: GPEGA http://www.youtube.com/watch?v=UiTWIDbD8Q4 MINER (not Manic Miner) Elmo's bathtub adventure. Pacman. All on the PC.
The first game I can remember playing (And can actually find the title for, couldn't read at the time, had to go through screenshots to find it) was North & South for the Amiga. I clearly recall just one level (the train), and I believe I completed that level only once. Can't have been more than 4 or 5. Was also into Turrican 2, Stunt Car Racer and Rainbow Islands on the Amiga. Really appreciate this video, or I'd never have known those names.