If i remember too right, it was Game Gear my first Sega console ever. I played Mortal Kombat, Sonic The Hedgehog games (1, 2, Chaos, Triple Trouble, Drift 2) Tails Adventure, Ninja Gaiden, Streets of Rage, Judge Dredd, The Terminator, Earthworm Jim, Jurassic Park and Wonder Boy Dragon's Trap.
Sega Genesis/Mega-Drive was in fact my last Sega console(probably i got it in 1995, there were PS1 and Saturn around), i wanted a Saturn console but my dad ended up getting a PS1 in mid 1997. The Dreamcast came out in the late 1999, i played it at my cousin's home(he's also the owner of Sega Saturn), i loved it, i wanted it, waited until mid 2000, but didn't happen because of retailer told my mom it's not the worth buy anymore.