First game I played was Oregon trail or Wolfenstien. Can't quite remember. First console game I played was either, california games, Double dragons 2 or Super Mario bros 1, 2 or 3...maybe terminator 2 on Comador 64. Hard to tell, My memory of childhood seems to be in a thick dark fog now. First console game I played and owned was either Crash 2 or GranTurismo or perhaps something off the 96/97' PS1 EU demo disc. Damn, this is making me kinda depressed that all I can remember is small details from reiterating the memories in more recent times with no visuals or anything to back it up. It may not have happened at all for all I know, my life could be a lie.
Didn't know we were going to get philosophical here, but your point is well taken. We all do this...a lot. Dreams become memories, our family's stories about us become memories, and our false recollections do as well. It certainly makes finding the facts in our history difficult.
For me it was probably Donkey Kong Jr on the Atari 2600. Great graphics, great gameplay. Just an overall great experience for the time. It's possible the actual first game may have been Combat, since I loved that game and played it a bunch, but Donkey Kong Jr was the experience I was most enthralled with at the time. This is probably around 1982.