A lot of folks weren't aware Wii U outsold the Dreamcast it seems, wonder why.
Anyway, for me it's the Neo Geo, which Wikipedia says sold 1 million. Awesome system, it was literally a 90s arcade machine stuffed into a console shell.
Some systems that sold worse than Dreamcast include the Atari Jaguar, 3DO, Virtual Boy, Atari 5200, Neo Geo, Turbografx-16, and CD-i.
Wii U was on market a lot longer. As soon as the PS2 launched the Dreamcast pretty much died.