If we go by arcade games then it's likely any of various games I begged my mom to give me a quarter for when I was too young to remember. So probably Pac-Man or Centipede because the track ball was neat.
For home gaming I believe it was this:
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My cousin had several of these and would let me play them. I thought it was awesome that you could have something this amazing to play at home. I played this in the mid 80s so it was a few years before Game Boy. It's crazy how easily we were amused back then. But the way tech was jumping in quality was far more interesting. These days it's barely noticeable in comparison and honestly doesn't make enough difference for me to care.
Now if we are getting into home consoles themselves my first played game would be Duck Hunt. I clearly remember that. My first NonSon from the Sonic era was likely Mario World. On Genesis I'm thinking Altered Beast.