Never owned a Dreamcast, but Dreamcast. It was the first online console, and the first console with an MMORPG. Lots of unique gems on that system that eventually got ported to other systems. I played a few, so that's how I know how good the system was.
Apple Pippin beats the Dreamcast with online connectivity.
The Atari 2600 also had the "GameLine" cart adapter which allowed the Atari 2600 access to the internet,
Intellivision also had the PlayCable from back in 1980 which brought online access to that console.
You also had the Famicom also had a dial-up modem attachment as well and used the Family Computer Network System by Nintendo... Again. Predates the Dreamcast.
Sega Channel also existed for the Genesis... And so much more.
There was also a 3rd party service called XBAND which allowed the SNES/Genesis to do online multiplayer gaming.
Sega wasn't the first console to have online internet access, but it was one of the first semi-decent (For dial-up!) implementations until Microsoft perfected it with the Original Xbox (Broadband LAN only) and set-up the model that all other console manufacturers emulate to various degrees.
I knew about Sega Channel, but not the others. I forgot that online can also mean internet access, or downloading games, in addition to multiplayer. I still think Dreamcast's online is noteworthy. All you had to do was buy an online compatible game, and a Dreamcast, in order to do online multiplayer with others. All those other things you mentioned had accessories to buy, or sold under 1 million lifetime sales.
Same thing with how the Wii's motion controls were noteworthy, even though multiple devices (powerglove, genesis activator) had attempted it before.