I think the first game-adjacent magazine I had was an issue of Compute in 1988. I would read my classmates' copies of Nintendo Power from issue 1 onward, and sometimes they would have Gamepro or EGM. I had a couple issues of Videogames and Computer Entertainment around 89-90, my brain is specifically remembering ones that had strategies for NES Strider and Blazing Lazers, though it might've been the same issue. The first Gamepro I bought was in 1990 and had Gremlins 2 on the cover, the first EGM was 1991 with a giant Sonic on the cover. If I got magazines pre-1995 or so, I'd generally go with Diehard Gamefan first, then EGM, then Gamepro. I think at this point Nintendo Power was still subscription-only?
In 1996, a friend wanted three variant Star Wars figures I had, so he offered his NES with almost 40 games, and all of his gaming magazines. I agreed and so this got me the first Gamepro, the first 5-6 years of Nintendo Power, and maybe 50 issues of EGM. All those good fat EGMs that were like 400 pages. A bunch of random Gamefans. So cool to just get a tub full of them. I spent a good amount of time reading all that stuff, even then it felt cool to revisit old issues of Nintendo Power that I remembered from middle school. I also had a lady at the Wal-Mart I worked at who mentioned that they got a free subscription to Next Generation, but that no one read them, so I could just have them if I wanted. I wanted.
From 96-2005 or so, I bought basically every gaming magazine I could find at a newsstand. I had entire runs of smaller titles that came out here. Intelligent Gamer is the one that springs to mind. For the ones I picked up mid-run (Ultra Gameplayers, Tips and Tricks, Gamepro, etc) I had every issue from the time that I started buying them, but game stores didn't really do back issues then. At one point I think I had one completely full bookshelf and stacks around here and there. Then I decided to sell and throw away a bunch of stuff and I threw out almost every video game magazine I owned. Currently I have 2014 preview issue of EGM, and a few issues of Nintendo Power: 25th anniversary issue, Wii U launch issue, and 2 copies of the final issue. I think I have a handful of Retro Gamer issues too, but that's different in my mind since it isn't so much covering anything new, or isn't the full focus anyway.
Anyway! Game magazines! Love em