It's not a particular game but there are a few I clearly remember as the first games i ever played which were Super Mario 64 on the Nintendo 64, Sonic the Hedgehog on Sega Genesis and a mix of Crash Bandicoot, Tekken 3 and Gran Turismo on PS1. I would have been 4 oder 5.
From there I mainly stuck with PlayStation consoles.
I remember it was Pac-Man and I mean the first story Pac-Man game not the one Du get chase while Du get all the yellow balls. It was on the Playstation2, I like to think the Gamecube was my first game system but it isn't LOL since it's when I really became a gamer.