As a kid I mainly had mainly Nintendo consoles other than a PS2 so I was kinda late to this unless you count an old laptop I used cause its screen was 768p or getting to try a 360 a little bit one time. The laptop was really just for flash games so I won't count that so the first proper experience might've been the PS3 version of Skyrim so not the best start. I was gifted a PS3 pretty late in its life though didn't get a lot of use out of it.

On consoles it was Project Gotham Racing 3 and Oblivion on Xbox 360 (I believe both were 720p). The graphics themselves were obviously far beyond the 6th gen consoles but the higher resolution was also instantly noticeable. Looked good.

Madden 06 (gulp) , Perfect Dark Zero and Condemned. Madden was trash, Perfect Dark was a let down, but Condemned was and still is amazing, imo.

As far as my feelings about HD gaming at the time, I felt it was underwhelming. It was the first time I can remember a generational leap being less-than compared to all the others that came before it. It felt like Xbox games just with more textures and in higher resolutions.

Something on PC way before HD became a thing on consoles, but I have no idea what it really was. On consoles, I don't remember either, because we got a PS3 before we had an HDTV. I don't recall getting an HDTV making a huge difference though, because games were still largely developed with SDTVs in mind, and consoles simply didn't have the power to utilize the resolution all that well.

Technically 1280x720 and up, but for the purposes of the thread, let's say either first game for a HD console, or first PC game you played in HD.

I think Christmas 2008 was when I got a HD TV. It looked good. The first game I booted up was Naruto Ultimate Ninja Storm.
Prior to that I didn't really get what HD was. I downloaded some HD background images off the Playstation Store, along with the same background image in SD, but on my CRT TV the only difference was that the HD background looked widescreen.

Mine was Gears of War on the 360. (Hence the OP image)

At the time my primary system was the original Xbox, and I still played on a CRT. Seeing Gears for the first time on a HDTV was mind-blowing, the sharpness, detail and shaders were such a huge leap over what I was used to.

It pushed me to save up and buy a 360 of my own, which was hard to do at the time as I was a poor student struggling to make rent who'd just buy a loaf of cheap bread and some off brand cheese slices and eat nothing but cheese sandwiches for lunch to save cash haha

My first HD experience on console was actually pretty bad. It was a HD ready TV, flat screen CRT (34" Panasonic Tau) which was awesome for movies, but 360 did it 'dirty'. I bought Burnout Revenge again to play on it in HD, yet that suffered from horrible black crush making it nearly impossible to see the track in places. Then I played Dead Rising and important HUD info (like the next objective) fell outside the safe screen area, not visible...

Not until I got a 1080p LCD TV did 360 and then PS3 show what HD on console was like. Although that still didn't blow me away since the LCD panel started with banding, which faded over time but didn't make a good first impression. After the TV was properly worked in, native 1080p games looked great. Upscaling from 720p to 1080p did not look all that great however. Early upscaling techniques were rather poor. It also didn't help that analog tv looked better than early digital cable (so ugly full of compression artifacts, and either stretched, zoomed or pillar boxed)

I was used to native 1280x1024 on PC at the time, playing WoW side by side. But scaling got a bit better, we got bored of WoW, so I migrated to consoles more and more for convenience and no association with work.

Nowadays TVs seem to be ahead with HDR, same with PSVR2. HDR was a bigger eye opener to me than HDTV. But it's still so rarely done well.

1998 I got PC with 1024x768. Early on I for a long time played demo discs. It's hard to say what I played on max resolution and what just 800x600 to run better, but those demos included Dark Forces II and Delta force.
Some of later games that likely were among first on my various computers include Star Wars: Episode I Racer, XIII, Prey and Mafia 1.

I didn't get over 1280x1024 until couple years ago, having latest PC on 1920x1080 TV, though I'm mostly using it at 1600x900. My first games on this were Dead Space 2, Flatout: Ultimate Carnage and Batman: Arkham Asylum.
Dead Space 2 was perhaps the biggest "HD experience" for me, for better and worse. It did feel kind of like bad CGI in modern movies compared to Jurassic Park or Terminator 2.
In general I've never been really impressed by graphics, it's always been more about how eye-pleasing style and colors are. So I was more impressed by something like XIII or when I only some years back played Okami on PS2.

Yep, that's why my early console memories are all about stylish colorful games like Wipeout 2097, Wave Race 64, Ratchet & Clank, Mario 64, Wind Waker, Jack & Dexter, Crazy Taxi, ICO, Okami, Mario Sunshine. While on PC I gravitated more around (what then went as) realism, IL 2- Sturmovik, Max Payne, HL 2, Doom 3, Far Cry, Flight Simulator 2004. Yet WoW was still the standout with style, colors and pristine at 1280x1024 on a LCD monitor.

On CRT monitors both 800x600 and 1024x768 looked great. LCD monitors changed that unfortunately and ushered in a period of soft upscaling. It still looks yuck when I use my gaming laptop at sub 1080p resolutions, yet games have internal scalers now. What you couldn't run in native resolution looked worse than it would have looked on CRT. Heck even 640x480 looked great on CRT as that was Riven's max resolution, playing that next to Half-Life's 1024x768 on the same 17" CRT monitor.