The original Mario Bros. remake on the SNES. It also came with Super Mario Bros. 2 and 3 as well as some kind of Super Mario Bros. 1.5.
I remeber my first two games were Crash Bandicoot and Lemmings with my very first Playstation when I was like 5.
Don't really remember, some nondescript PS1 games where the first thing I really remember playing. Never really actually like it until I bought a Gamecube and Game Boy Advanced, along with Wind Waker and a used copy of Pokemon Ruby. Interesting story: since I was about seven at the time, I was a tad confused by what I was supposed to do after getting to the Forsaken Fortress for the first time (where you lose your sword). As a result, I set the game of onto the shelf until I was 12, the same age as the game's version of Link. Odd coincidence.
Definitely a good game to start on. Though I am glad I started on the SNES and witnessed games go up in quality.
Captain comic 1 and 2. http://upload.wikimedia.org/wikipedia/en/2/23/Captaincomic2.jpg Some HD graphics right there. Still a fun game to pop back into now and then.
Pokemon Red, was my first Handheld, Dynasty warriors 3 was my first console, and Tonka Construction site was my first PC game.