What was your first game on each of the consoles you've owned throughout your life? First games are important, and no matter what they are, the first game on a new system always feels like a wondrous experience to me.

For me...

NES: Super Mario Bros. with Duck Hunt
Gameboy: Tetris (of course... it was a pack-in)
Genesis: Sonic the Hedgehog
PS1: Spyro the Dragon
N64: Pokemon Snap
Dreamcast: Sonic Adventure
Gameboy Color: Pokemon Silver
PS2: Final Fantasy X
NDS: Contra 4
Wii: Wii Sports
XBOX 360: Grand Theft Auto IV and Ninja Gaiden II
N3DS: Star Fox 64 3D

I forget what I had on the Game Gear...

Nes:mario and duck hunt
Snes:Killer instinct or super mario world
n64:Star wars episode 3 racing
Gamecube:Loz collectors edition
Ps2:Jak and daxter 2
Gba:dunno
Ds: both guitar hero and phantom hour glass
wii:super mario galaxy/wii sports
3ds:loz oot 3d
Ps3:cod black ops (some other cod games and other games as well)

GBA: TETRIS Worlds
DS: Brain Age
Wii: Wii Sports
3DS: Pilotwings Resort
Wii U: Nintendo Land

I can't remember anything pre Wii but here goes.
Wii: Super Mario Galaxy, Thrillvile off the rails, Lego Stars 1&2 collection (has owned and played them on PS2 though), and of course Wii sports pack in.
DS: Rune Factory.
PS3: Lord of the Rings Conquest.
3DS: Samurai Warrior Chronicles.
Wii U: Batman: Arkham City Armoured Edition, and Nintendo Land pack in.

GBA: Pokemon Crystal (got a very late GC game with a GBA, parents can be smart sometimes ) The first GBA game I got was Ruby, but I played the crap out of my sister's Yoshi's Island
PS2: Crash Bandicoot Wrath of Cortex/Simpsons Road Rage/Sims 2
DS: Pokemon Diamond
Wii: Wii Sports/Mario Kart Wii (like just about everyone else...)
3DS: Super Street Fighter IV (curse the sub-par launch, fighting games do not work well on handhelds, was ok but I sold it)
PS3: Skyrim/Arkham City (admittedly, still haven't finished either of these games, haven't even played 3 hours of Skyrim...)

In order from beginning to end:

GBC: Super Mario Bros. Deluxe (love the ever-living hell outta this game, I still dig out my copy of it every weekend)
PC: RuneScape (don't hate, I grew up playing this game, and I still do now)
GBA: Pokemon Sapphire (not my favorite Pokemon game by a long shot, but it's still excellent)
PS2: The Adventures of Cookie & Cream (R.I.P. Memory Card...)
DS: New Super Mario Bros. (love the game, except for the fact that it's pretty damn easy)
Wii: Super Smash Bros. Brawl (held off getting one until September 2008, great game)
3DS: The Legend of Zelda: Ocarina of Time (my first Zelda game ever, which made me somewhat a fan of the series)
Wii U: New Super Mario Bros. U (Christmas gift for the win, need to complete it soon)

Just for consoles I owned it would be:
Game Boy: Super Mario Land
Game Boy Color: The Jungle Book
Game Boy Advance: Mario Kart Super Circut
Game Cube: Mario Party 7/ Sonic Gems Collection
DS: Mario Kart DS/ Animal Crossing Wild World
Wii: Super Paper Mario
3DS: PilotvWings Resort
Wii U: Nintendo Land

Spectrum: Some Football Manager game, can't remember the title
NES: Mario With DuckHunt - first purchase Faxanadu
Amiga: Treasure Island Dizzy
MasterSystem: Alex Kidd in Miracle World (built in)
Mega Drive (Genesis): Sonic 1 - first purchase Kid Chamelion
SNES: SuperMario Allstars inc Super Mario World - first purchase Mario Kart
PS1: Tomb Raider - first purchase Command & Conquer
PS2: Dark Cloud
XBox: Fable - first purchase ToeJam & Earl 3
DS: Mario Kart DS - first purchase Super Princess Peach (don't ask)
Gamecube: Smash Bros Melee - first purchase Super Mario Sunshine
Wii: Wii Sports (of course) - first purchase Pikmin
WiiU: ZombiU - first purchase Batman Arkham City
3DS: Mario Kart 7 - first purchase NSMB2

These are all the first games I had when purchasing the system.

Atari 2600 Pac-Man, Donkey Kong, Jr., Asteroids, Vanguard
NES Super Mario Bros my console didn't come with zapper or Duck Hunt, just SMB
Gameboy Tetris, Super Mario Land
SEGA Genesis Altered Beast, Tommy Lasorda Baseball, Lakers Vs Celtics & the NBA Playoffs
Super Nintendo Super Mario World, F-Zero, Pilotwings
SEGA CD Sol-Feace, Sherlock Holmes, Revenge of Shinobi, Columns, Streets of Rage 2, Golden Axe
Nintendo 64 Super Mario 64, Wave Race 64, Killer Instinct Gold
Gameboy Advance Super Mario Advance
Gamecube Wave Race: Blue Storm, Star Wars Rogue Leader: Rogue Squadron II
Playstation 2 The Bouncer
Nintendo DS Lite Mario Kart DS, Animal Crossing: Wild World
X-Box Star Wars: Knights of the Old Republic
Wii Twilight Princess, Wii Sports
Nintendo 3DS The Legend of Zelda: Ocarina of Time 3D
Playstation 3 Red Dead Redemption

NES: Super Mario Bros
SNES: Super Mario World
N64: Super Mario 64
Gamecube: Soul Caliber II
Wii: Wii Sports
Wii U: Nintendoland
Sega Genesis: Sonic the Hedgehog
Sega CD: NBA Jam
Sega Saturn: Daytona USA
Sega Dreamcast: Shenmue
Playstation: Tekken 2
Playstation 2: Tony Hawk's Pro Skater 3
Xbox 360: WWE: Smackdown VS Raw 2008
Gameboy: Tetris
GBC: Pokemon Red
GBA: Breath of Fire II
DS: Castlevania Dawn of Sorrow
3DS: Star Fox 64 3D
Atari Lynx: Rampage
PC: Simcity (unless you want to count educational games like Oregon Trial, Number Munchers and Carmen Sandiego)
Atrai: Freeway

PC: ? But I remember some of the first games I really started to play on it was Roller Coaster Tycoon and Zoo Tycoon. I even recall when I saved up pizza roll box tops to get RCT. Ah memories... But as for the very first game I've ever played? Don't remember.

Wii: Wii Sports and Wii Play.
3DS: Super Mario 3D Land.
Wii U: Will be Nintendo Land when I get the system sometime soon.

Yeah, my gaming history is very limited at the moment.

EDIT: Actually I did have Sonic CD, Sonic R, and Sonic 3D Blast on PC at one point, and enjoyed playing them. Boy did I not know any better...

NES: Super Mario Bros.
GameBoy: Either TETRIS or Super Mario Land
GameBoy Colour: Pokémon Yellow (Actually played it on a Pikachu GameBoy! )
N64: Either Mario Kart 64, Pokémon Snap, or Pokémon Stadium (I played Mario Kart most, however.)
PlayStation: Spyro: Year of The Dragon (First game I ever played)
GameBoy Advance: Pokémon LeafGreen
PlayStation 2: Rayman (LOL, I remember the pains! Too bad that I lost my copy. )
GameCube: Pokémon XD: Gale of Darkness
XBox: Beyond Good and Evil
DS: Animal Crossing: Wild World (Got it with my first DS Lite. Still my favorite DS game.)
PSP: Monster Hunter (I don't remember which one though, because I owned all of them for the PSP.)
XBox 360: Kameo: Elements of Power (Horribly underrated game here, folks!)
Wii: Super Smash Bros. Brawl
3DS: Nintendogs + Cats (Though technically, I played a Kid Icarus: Uprising demo months before at a tour booth.)
PC: Minecraft (But if browser games count, it would be Club Penguin, though I unsubbed ages ago.)
Wii U: New Super Mario Bros. U

PC: Probably Quake or Doom. My parents though it was funny to let a toddler play shooters... though it might have been a Microsoft Flight sim of some kind.
PS2: I think I played the first Harry Potter video game at my cousins house, if it wasn't that I'm not sure.
Wii: Star Wars the Clone Wars: Lightsaber Duels. My aunt sent it to my family along with a Wii one year for christmas.
3DS: Super Mario 3D Land.

NES: Super Mario Bros.
SNES: Legend of Zelda Link to the past
N64: Mario Kart 64
Gameboy Colour: Pokemon Silver
Gameboy Advance: Harvest Moon Friends of Mineral Town
Gamecube: Sonic Adventure 2
DS: Legend of Zelda Phantom Hourglass
3DS: Tales of the Abyss
Wii: Legend of Zelda Twilight Princess
Playstation: Spyro
Playstation 2: Kingdom Hearts 2
Xbox: Forza
Xbox 360: Fable 2

I really cannot remember that far back for the older systems.
Atari: Can't remember...lol
SNES: I'm going to guess Super Mario World. (this, or that TMNT fighting game)
N64: I think it was Super Mario 64 and this Lego Racing game. (got the system for Christmas)
GCN: Melee (man do I miss those days, lol)
Wii: Twilight Princess and Raving Rabbids
Wii U: ...Nintendo Land. xD
GBC: Rampage and Tetris (skipped the GB)
GBA: Super Mario Advance
DS: Super Mario 64 DS
3DS: Super Monkey Ball and Bust-A-Move (they were placeholders, lol)

Game Boy: Spider Man + X Men : Arcade's Revenge
Game Boy Color: Dragon Warrior 3
Game Boy Advance: Pokémon Sapphire
PC: Theme Hospital
DS: Super Mario 64
3DS: Nintendogs + cats
Wii U: Nintendoland

Counting only the systems I actually bought.
DS (lite): New Super Mario Bros.
Wii: LEGO Star Wars: The Complete Saga
3DS: Steel Diver
Wii U: New Super Mario Bros. U.

Discounting pack-in games.

NES:Mario/Duck Hunt
SNES:Super Mario World
Genesis:Sonic
Game Gear:Streets of Rage
N64:Super Mario 64
Gamecube:Legend of Zelda bundle
GBA:Legend of Zelda Minish Cap
Wii:Wii Sports and Twilight Princess
DS:Kirby Canvas Curse
3DS:Super Street Fighter 4
WiiU:Nintendo Land and ZombieU

NES: Super Mario Bros./ Duck Hunt, Mike Tyson's Punch-Out!! & Kid Icarus
GameBoy: Super Mario Land, Tetris, Kirby's Dreamland
Atari 2600: PitFall (The only game....Aside from one that i can't remember that actually scared the hell out of me)
Tiger Electronics: Double Dragon
Game & Watch: Octopus
Genesis: Castle of Illusion
Gamegear: Sonic 'something' & Streets of Rage
SNES: Super Mario World
Commodre 64: G.I.J.O.E
PC: Doom
Turbo Grafx: Bonk!
Sega CD: Sewer Shark
Sega Saturn: Virtua Figther, Panzer Dragoon & Myst
PS1: Battle Arena Toshinden, Ridge Racer, Rayman & Jumping Flash!
N64: Super Mario 64
Coleco Vision: Ladybug
GameBoy Color: Pokemon Red
Virtual Boy: Wario Land VB - (At my local Toy's R us on display!)
Dreamcast: House of the Dead 2, Power Stone and Soul Calibur II
PS2: Devil May Cry
XBOX: Dead or Alive 3 (I think?)
Gamecube: Luigi's Mansion, StarWars: Rogue Leader II and Waverace
GBA: Super Mario Advance
DS: New Super Mario Bros.
Wii: Wii Sports + Twilight Princess + Excite Truck at a Retro GameShop.
XBOX 360: Dead or Alive 4
PS3: Resident Evil 5
3DS: PilotWings Resort

I'll try to remember-

Sega Genesis: Either Donald Duck Quackshot, some baseball game, or Toy Story

N64:Toy Story, Mario Kart, Beetle Adventure Racing

Gameboy Color:Kirby Tilt n Tumble (I think that's the name)

Gameboy Pocket:Super Mario Land 2

GBA: Yoshi's Island

Gamecube: Mario Party 7

Wii: Wii Sports, Wii Play

DS: Super Mario 64 DS

DSi: One of the DSiware games

PS1: Blaster Master

3DS: Zelda OOT 3D

Wii U: NSMBU