I have to say my first game that I remember playing would have to be Duck Hunt for the original Nintendo at a friend's house. After that my parents bought me a Super Nintendo and played a ton of Super Mario World and Donkey Kong Country. Good times.
I think my first PC game was Crystal Caves and then Cosmo's Cosmic Adventure.Hand on heart I think I was playing a shareware version of Doom when I was about 6. My dad was pretty lax with what I could view as a kid and was a huge computer need himself so we always hand a console and gaming PC I the house.
I have a vague recollection of some console driving game before that but it is the faintest of memories now and I don't at all recall what system it was on, let alone it's name.