First games I played were many games on the Coleco Vision in the mid 80s.
Most notably Lady Bug, Donkey Kong, and Zaxxon!
I got a NES in the late 80s with Mario 1, important games at the time for me were various Ninja Turtles games, Zelda, etc. Then I got an SNES on which my most important games were Zelda Link to the Past and Earthbound. After that I got a N64 but by that point I was already changing to PC really. N64 was limited to goldeneye and Ocarina of Time.
I'm quite fond of my first experiences with PC gaming at friends' houses. Oldies like the old Ultima games, I loved obscure western RPGs, running crap from big and small floppies, finding the unlock words in the booklet (old days DRM hehe). XCOM, etc. My first own computer was a Windows 95 one so I was going into teenage years then with Warcraft 2, Diablo, Half-Life 1 a bit later, mostly the multiplayer TF1, Counter-Strike, and all the awesome mods. Good days. Spending so many summer nights in the basement playing these games with friends through LAN and such.
Glorious!