I'm actually surprised there wasn't a thread on this yet.
This thread here is to list your first video games you've had, you can list them under home console and handheld if you had either at separate times. You can also post pictures of them if you desire to do so. If you got multiple video games as your first, you can list them.
Let's start off with my first games.
My first handheld video games (I got them all at once):
Monsters Inc. (GBA)
The Land Before Time (GBC)
Yu-Gi-Oh!: The Sacred Cards (GBA)
My first home console video game:
Smackdown Vs. Raw 2006 (PS2)
I'm sure there'll be a wide variety of first games here.