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Tober said:

It's interesting to think about what 'creating a genre' means. A game might not be the first to introduce certain gameplay elements, but could have popularized it, therefore became genre defining.

Examples:
Platform fighters - Smash Bros
Platformers - Super Mario Bros
Action adventures - Zelda
Metroidvania - Metroid/Symphony of the Night
Fighters - Streetfighter2
RTS - Warcraft2
Simulation - Sims
etc.

I think this is a more fun take to discuss but it is very different from the question asked. 

The first game in a genre often is not found being part of that genre until a game comes that popularizes it. What seem to define anything as its own gerne seem to be when a popular game gets copy-cats. A game that set the standard with most of the defining characters going forward for the genre is what I think of when talking about the first of its kind. 

Several genres are also such broad groupings while other gernes are more specific in what the criteria are. Every FPS for example looks to me very similar but since there are so many games in the genre I'm probably just ignorant and there are several different sub-genres worthy of its own name.