I'm not that old school, my first console was a SNES. Since I was born in 1990. I remember waking up on a lazy sunday and playing SMW in my underware all day.
Damn, I miss those times...now it's with SMG instead...

My first console was the Atari 2600 and Intellivision.

NES

Edit or I will be banned: Nintendo Entertaiment System

Full order

Out of Handhelds:

Sega Game Gear -> Game Boy -> Game Boy Colour -> Game Boy Advance -> Game Boy Advance SP -> PSP

Out of Consoles:

3DO -> PSone -> PS2 -> PS3 -> 360

Also I've always had access to computer games. My favs are Roller Coaster Tycoon and The Sims.

N64. First game (besides Super Mario 64 which was packed with the console) was actually NBA: Courtside, but I don't think I've played it for longer than an hour in total.

Original Game Boy followed by a Mega Drive.

First played games on the Commodore 64, but the first console was the Atari 2600.

Intellivision here. I also had the Intellivoice. "Mattel Electronics Presents SPACE SPARTANS!"

I loved that console.

Ahh the franchises to be loyal to Baseball, Basketball, Skiing, Football, etc.

Atari 2600

The NES with Super Mario Bros. and Duck Hunt.