Technically it was the Atari 2600. Even back in 1984 they were already dusty beasts that looked like they had been handed down for generations. I loved Donkey Kong Jr, Combat, Pitfall 2, Pacman, Kangaroo, etc.

But the first console I bought and the first console I truly sunk time into was the NES. I bought the Deluxe set with Gyromite and Duckhunt with my own hard earned cash. I made a quarter an hour working for my dad and at 10 years old I felt pretty proud of myself bringing it home. My dad made me read the entire owner's manual before I was even able to turn it on. That is some serious torture, and honestly didn't help me one bit. My parents were always taking away the power adapter when we got in trouble or played too long. The late nights of playing Metroid at 2am on a little black and white tv in my bedroom and hoping my parents didn't wake up and catch me were some of the most intense of my childhood and only enhanced the fear aspect of the game.

Commodore 64 and Philips Videopac G7000

I used to do that too; my parents only let me play video games between 4pm-6pm Fridays and before 10am on Saturday and Sunday mornings, so I used to play it when they went to the shops or in the dead of the night when they were asleep haha, and man did I get good at quickly shutting it off and jumping into bed if I heard them coming!

I started with Nintendo on the Gamecube 2005.

I think I played the Colecovision first (Donkey Kong) at a friend's house, then NES (Super Mario Bros) and Master System (Alex Kidd) at another friend's house but my first console I owned was the NES.

Yes, the price is what always dissuades me.  Even the original controllers by themselves fetch $200-$300 each.

No Atari option? Atari 2600 was my first console.

It depends on the game I'm sure.  I've seen loose carts, and loose carts with overlays listed for under $30.  There are also some CIB games listed for $40-$50.  Of course, there are rarer games as well that go for quite a bit more.  For hard to find overlays, you could always get a repro from an Etsy seller, if you wanted or needed to go that route.

I didn't anticipate we'd have so many who started pre-NES or I would've included it instead of grouping them as "other".

Nintendo. The first console I played on was NES.