Well... ignoring the guessing game above me here...
The first game I played as a child was Pokemon Red for the Gameboy Color. I actually used to hate video games as a kid until that game came out and I tried it for the first time and loved it.
I actually know the first game I've played on every console that I own.
On the Super Nintendo it was Donkey Kong Country (so amazing...).
On the Nintendo 64 it was Pokemon Stadium (mini games, yo).
On the GameboyAdvance, it was Metroid Fusion (also, amazing).
On the Dreamcast it was Sonic Adventure.
On the Gamecube it was Sonic Adventure 2 (just yes).
On the Wii it was Wii Sports (lawl).
On the original Xbox it was Halo 2 (I never actually owned an original Xbox before the 360 came out, which I came to regret later in life).
On the Nintendo DS, it was Metroid Prime Hunters (which I used to love playing, despite all of the hate it gets).
And finally, on the Xbox 360, I played Halo 3 (my favorite game of all time, and it came with the console when I got it).
So, just a little bit of my gaming history I suppose.