Oh god!
My first console was the PS2......... I cant remember what I bought first. I think it was that fantastic 4 game, or this car racing game.......

Super Mario 64 for the Nintendo 64, in 1999 when I was 3 years old.
One of the fondest video game memories I have was the very first time I beat Bowser in the Final Boss, especially since I had been trying for so hard for months to beat the game and weeks to beat that one Final Boss.
It was around 5-6 in the morning, in the bedroom that I shared with both of my brothers, and when I finally got that last hit, I couldn't help myself, I screamed out of excitement and joy, waking up everyone in the house in the process.

First console game played = Donkey Kong (on Atari)
First console game beaten = Super Mario Bros
First console game purchased = Captain Skyhawk

Super Mario Bros and Duck Hunt.

Parents got my brother and I an N64 packaged with Goldeneye 007.

Mine was a 4 in 1 games cartridge that came bundled with my NES knockoff (I didn't knew it was a knockoff until years later, since I never had problems playing any proper NES game. Actually I thought that it was an improved NES version, since the cartidges were inserted vertically and the controller had four face buttons instead of 2 and rounder shape).

This is the cartridge (I found the photo in google, but those were the games, including Macross, a shooter that only released officially in Japan):

My next game was Super Mario Bros, shortly after that.

Alex the kidd I guess was built onto the system. Oh and sonic the hedgehog cos that game was bundled

I don´t remember.... actually, I started playing video games with the old Philco consoles, they did not use cartridges. Instead they came with a few games loaded - most were just pong rip-offs and pong itself.

My first game in physical media was some Atari 2600 game.... it was either Seaquest, Keystone Kappers or Pac-Man but I really don´t remember.

Super Mario Bros and Duck Hunt were bundled with NES. I also got The Legend of Zelda II, Lolo II and Battletoads later on. Games were so expensive back then, my parents had to buy them from Sweden as they were a bit cheaper there.