Nintendo has been thinking about internet connectivity since the gameboy:
http://bulbapedia.bulbagarden.net/wiki/Mobile_Adapter_GB
and the SNES:
(http://en.m.wikipedia.org/wiki/Satellaview)
so they certainly have made prototypes and have ideas of how to use it in the future.
A Brief Look at Nintendo’s Online History:
http://tvandlust.net/?p=6143