Actually, if you count online services in general, the NES was first in Japan to offer any online services at all (not gaming-related, though). The Genesis was the first to have online gaming services and an online marketplace in the form of the Sega Channel. The SNES was the first console to feature online-centric games with downloadable content (in the form of two Zelda titles on the Sattelaview, to name the two best-known examples).
Sky Render - Sanity is for the weak.