Atari 2600: Asteroids.

Sega Master System: Streets of Rage.
Sega Megadrive: Sonic the Hedgehog.

Super Nintendo: Super Mario All Stars.
Gameboy: Tetris.
Gameboy Pocket: Pokemon Blue.
Gameboy Colour: Zelda: Links awakening DX.
Nintendo 64: Lylat Wars 64.
DS: Super Mario 64 DS.
3DS: Starfox 64.
WiiU: Zelda: Breath of the Wild.
Switch: Zelda: Breath of the Wild.

Playstation 1: Final Fantasy 8.
Playstation 2: Final Fantasy 10.
Playstation 3: Uncharted.
Playstation 4: Uncharted 4.
Playstation 5: Godfall.

Xbox: Halo: Combat Evolved.
Xbox 360: Perfect Dark: Zero.
Xbox One: Killer Instinct.
Xbox Series: Minecraft.

PC DOS/Windows 3: Commander Keen.
Windows 95: Command and Conquer.
Windows 98: StarCraft: Brood Wars.
Windows ME: Homeworld.
Windows XP: Black and White.
Windows 7: StarCraft 2.
Windows 10: Cities: Skylines.
Windows 11: Mass Effect: Legendary Edition.

SNES: Donkey Kong Country Trilogy & Mario All Stars
N64: Super Mario 64
DC: Sonic Adventure
GCN: Super Smash Bros Melee
DS: Super Mario 64 DS
Wii: (besides Wii Sports) MarioKart Wii
PS3: Sonic ‘06 (lol)
3DS: MarioKart 7
Wii U: (besides Nintendo Land) Pikmin 3 & NSMBU & SM3DW
NSW: The Legend of Zelda: Breath of the Wild
PS4: Spyro’s Reignited Trilogy & SpiderMan & GoW 2018 & RDR2
PS5: Demon Souls (Remake)

…this list made me realize that ive never purchased an Xbox game before lol.

Gameboy Color - Pokemon TCG Game
Nintendo 64 - Pokemon Stadium 2
PSOne - Spyro 2: Gateway to Glimmer (Australian Title)
PS2 - Gran Turismo 3
PS3 - Resistance: Fall of Man
PS4 - Killzone: Shadow Fall
PS5 - Demon's Souls Remake

Master System - Alex Kidd in Miracle World
Megadrive - Various inc. Sonic
Saturn - Virtua Fighter 2
Dreamcast - F1 World Grand Prix 2
Game Boy - Tetris
GBA - Mario Kart Super Circuit
DS - Super Mario 64 DS
3DS - Street Fighter IV
SNES - Bundle of games
N64 - Goldeneye 007
Gamecube - Smash Bros Melee
Wii - Wii Sports
Wii U - Nintendo Land
Switch - Zelda: Breath of the Wild

As you can I started out a Sega kid then switched to Nintendo. All my other consoles I got long after they released and with multiple games.

Master System - Sonic the Hedgehog
SNES - Super Mario Allstars
PS1 - Resident Evil: Director's Cut, Crash Bandicoot, and Porsche Challenge
N64 - Super Mario 64
Gamecube - Luigi's Mansion
Wii - Wii Sports and Red Steel
Wii U - New Super Mario Bros U and Assassin's Creed 3
Switch - Breath of the Wild

GBC - Link's Awakening
DS - New Super Mario Bros
3DS - Super Mario 3D World

By order of acquisition:

1. PC: Space Commander (Space Invaders clone) and Boa (Snake and Tron Lightcycle clone) preinstalled, Titan boxed
2. NES - 2-in-1 Super Mario Bros/Duck Hunt
3. Master System - Alex Kidd in Miracle World preinstalled, Golden Axe Warrior boxed
4. SNES: Bundle of 30 Games (second hand)
5. Megadrive - Sonic the Hedgehog
6. Game Boy - Tetris
7. GBA - NES Classics Zelda II: The Adventure of Link
8. DS - Fire Emblem: Shadow Dragon
9. N64 - 6 games (Second Hand)
10. Gamecube - Mario Kart: Double Dash
11. PSOne - 3 games (second hand)
12. PS2 - 7 games (second hand)
13. Wii - Wii Sports
14. Wii U - Nintendo Land
15. Switch - Disgaea 5 Complete and Snipperclips Plus

Bolded: Still own those and in working condition. Italic: Still owned, but not working anymore

snes : super mario allstars
saturn : jurassic park the lost world
dreamcast : virtua fighter 3 tb
ps1 : ff9
gamecube : luigi's mansion
ps2 : dark chronicle
xbox : fable
ps3 : virtua fighter 5
xbox 360 : star ocean 4
wii : new super mario bros wii
ps5 : demon souls
xbox series s : flight simulator 2020
switch : pokemon let's go pikachu
pc : simcity (1989)
gb : pokemon red
gba : tales of phantasia
ds : castlevania dawn of sorrow
psp : god of war chains of olympus
3ds : luigi's mansion
psvita : secret of mana hd

SNES: Starfox (First game I ever played)

PS1: Croc: Legend of the Gobbos (First 5th gen game)

N64: Banjo Kazooie, Ocarina of Time, Lylat Wars/Starfox 64 (Parents got us all three with our console)

Xbox: Blinx 2: Masters of Time and Space (First 6th gen game)

Gamecube: Metroid Prime

PS2: Shadow of the Colossus 

Xbox 360: Gears of War (First 7th gen game)

PS3: Uncharted: Drake's Fortune

Wii: Super Mario Galaxy

Wii U: Call of Duty: Ghosts

3DS: Monster Hunter 4

Switch: Splatoon 2

PS5: Diablo IV

Well, many of the games I started playing was not owned by me, most where borrowed. Will list all games that I personally bought for each console.

Some games for a certain console was not played on that console (since I did not own the system) but played on a later system. 

(Gameboy Colour) - Pokémon Crystal

Gameboy Advance - Wario Land 2

DS - WarioWare: Touched! 

3DS - Rayman 3D

Switch - Zelda Breath of the Wild

(NES) - Super Mario Bros 3

(SNES) - Secret of Mana

N64 - Pokémon Snap

GameCube - Zelda Collectos edition/Mario Kart Double Dash (both packed in the best console deal of all time)

Wii - Zelda Twiligth Princess

WiiU - Super Smash bros for WiiU

PS2 - Paper bag with around 80 different games second hand, Resident Evil 4 from retail

PS3 - The Last of Us

PS5 - The subscriptions service and all the games included, first single game It Takes Two

Bonus, most games played on PC or iOS was either free or not bought (arghh), listing the first games I spent money on.

PC - Warcraft III

iOS - Salomons Keep

A cool trip down memory lane! Here’s mine:

Nintendo 64: Super Mario 64

Gamecube: Super Smash Bros Melee

Nintendo DS: Super Mario 64 DS

Wii: Zelda: Twilight Princess (+ Wii Sports of course)

Xbox360: The Elder Scrolls: Oblivion + Geometry Wars II

PSP: Depending on the way you look at it, either ten games or none! I bought a PSP Go which was on fire sales at that time. It had ten Sony titles (like Ratchet & Clank, Gran Truism, Motorstorm, Jak & Daxter) included. Unfortunately, that was right when PSN was hacked so I couldn’t download or play any games for multiple weeks. Just sat there and stared at my PSP in anticipation.

PS3: Gran Turismo, God of War 3

3DS: Pilot Wings Resort

New 3DS: Zelda: Majora’s Mask

Wii U: New Super Mario Bros U

PS Vita: Persona 4 Golden 

PS4: I think Ratchet & Clank

Switch: Breath of the Wild + Super Bomberman R

Xbox Series S: Hogwarts Legacy