Everybody i knew had at least one games console when they were tiddlers and probably spent way too much time on it (i can see all you hiding trying to avoid this question but its true!).
My first console would have been the original playstation, the one that was the bigger than the nintendo wii is today (had more use as a doorstop than a gaming console) followed by a second PS1 in 2003ish when my original broke so bought the much much smaller new edition which seemed to be miniature in comparison. Plus i was too cheap to buy a PS2 which actually was a birthday present the next year which was nice. Played way too much time on that console, some of my favorite games have to be the Crash Bandicoot series (the second of which i could probably speed run today as i spent way too much time on this) as well as the Spryo series, shame both were messed up when they were sold on =( I keep trying to think that the new games in those series dont actually exist.
The first handheld would have been the Gameboy Colour, which in terms of games was excellent but in terms of that terrible little screen was awful. You needed a ton of light to be able to see any of the on screen graphics and then if you put a light directly on the screen it would just reflect the light back into your eyes and no image. My favorite games on their would have to be Pokemon Gold/Crystal/Silver (yes ive played all three) as well as the Super Mario Bros port which is the only version of Super Mario Bros to date that i have actually completed from Start to finish (ive done the NES one but they are actually both the same game, just one is on the gameboy and one aint).
There has been many more 'retro consoles' since those two but they are the one's i remember strongly, the N64 i have good memories of playing the original Mario Party against my cousins at theirs although i only just got one of them for myself a few years ago and the NES i bought in July so not that many memories of that yet, except for the Gameboy ports and the Virtual versions on wii.
Any way ive been ranting on for way too long now, how about your first consoles and what sweet sweet (or horribly bitter) memories you still have of them. Also before you start i have a theory about the first Nintendo releated game that everybody would have played and narrowed it down to either Tetris or Mario so please vote above and we'll see if for once i was correct!