A Mario game for the SNES. I don't remember which game. But my parents got it before I was born, so I was playing it as soon as I could hold a controller.
The first game that was mine that I didn't have to share with anyone was Pokemon Red/Blue/Yellow (my parents got me all three).
My first game is Crash Bandicoot 1, I believe. And to this day, that game still scares me for some dumb reason, even though I love all of the other games from that series. lol
technically it was a gba game called castlevania: circle of the moon but i got it for free and i never really liked it. the first game i got by choice was either club penguin: elite penguin force or one of my wii games.