Gen 6 for me.

N64

NES

Atari

First console I played on was PS2 (gen6), but the first console I owned was X360.
On PS2 I mainly played PES tournaments at my friend's house, and borrowing the console to play Vice City, San Andreas and RE4.

The first game I ever bought was GTA IV.

EDIT: I did own a Commodore 64 when I was about 10, but I don't consider it a console, and I don't call what I was doing gaming. But after that, I haven't played any games for about 20 years.

Pong...

Sorry, I am older than most here.

Had a used Atari 800 from family for a few years. Followed by the NES not too long after.

Generation 3, but very briefly. I don't remember playing Super Mario Bros too much on my NES.

Gen 2.

Was given my sister's Atari 2600 and got NES around the same time.  1989.

5th gen, PS1. Crash Bandicoot was my first game.