Sony has copied and improved on things but they were quite original on all their consoles and the PSP.
The PS introduced the first dual-analog controller and an enhanced rumble experience, first fully 3D console.
The PS2 introduced a DVD drive, that supported dual-layer DVDs, in consoles, movie playback, re-introduced network capabilities for online gaming.
The PSP has enabled full media center capabilities in a handheld gaming device, first handheld to have an analog stick (i believe), full internet capabilities.
The PS3 is the first console to support game modifications, first to allow an alternate OS to be installed, expanded media center capabilities, first console to have a full virtual world that works in sync with all console features, introduced Blu-ray as a game format, first to allow an upgradable HDD, and restandardized an HDD.
Yes Nintendo has done many great things and firsts for the industry, same with SEGA, Atari, and every other company who made a console. Each has given us new ways to play or enhanced previous features.