IF we restrict it to just PC games, AKA IBM compatibles AKA what we use now... then I can't tell you. It might have been a golf game on a work PC circa 1995. I had a computer before that, just not a "modern" PC
First PC game I bought was Sim CIty 3000 but I had played the series before, I just didn't get my own PC until 1999.
First computer game I played? No idea... like Zloth I used them since Apple IIe days so no Idea. Wizardry sticks out... Beer panic as well, but they unlikely to be first. It was probably in 1981 though as before then I had never used a computer.