Crash Team Racing at 6 years old. Fucking love that game.

Well yeah, Nintendo is the best to begin videogames, especially with mario.

Ren and Stimpy on Sega Genesis. I was so damn excited.

Hyper Rally on MSX
Or Turbo Outrun in the arcade.

The Hobbit (1982) on ZX Spectrum - game that got me into (graphic/text) adventures.

Or probably some arcade before that, not sure you can really finish those though.

It was hard as f*ck.

I remember playing it a coupe years ago and hardly beat the first level...I've no idea how I manage to beat it when I was 5. 

It was Sonic 3 & Knuckles if I'm not mistaken.. I had a hard time beating it, but I was only 4 at the time!

I don't recall which was first. Maybe Frogger or Spiderman on the Atari 2600, when I was 4 or 5. IIRC these games used to be a challenge but quite short.

I think it was Contra on NES, using almost all of 99 lives . Or it might have been Legendary Wings on NES. I loved me some Legendary Wings.

This is an even harder question thatn the one asking about the first game I've ever played.

In the beginning, which is the first half of the '90s, I only played games that either couldn't be beat, like a 2nd Gen game, Tetris or Duck Hunt, or games that were way too complicated for my young self to beat, like A Link to the Past. Even Super Mario Bros. was too much for me, I still haven't beaten it (on NES).

Most likely though, the first game I ever beat was Star Wars Rebel Assault II when I got that on our first home computer, a Mac, back in 1996. It was a shorter arcade style rail shooter, nothing complicated, so ripe to be beat.