Easy question, the first ever game I played was Guimo on I think a Windows 95 (or 98) PC.
I'll never forget that game, it was super fast and at the time I was 2 or 3.
Afterwards I spent my childhood with Doom, Blood, Duke Nukem 3D, Shadow Warrior and classic Apogee games until I was 4 (1999), when I got my first ever console: a famiclone transparent yellow PolyStation with hundreds of NES games (mostly the same games with different levels as first level), so I COULD say that I also grew up with NES games, but while it's true, I don't quite feel it to be true since I never had a real NES (not even currently, but one day... I shall...)
Anyway, yeah, the first ever game I played was Guimo on Windows 95 (or 98, can't really remember) in probably late 1997 when I was 2.
Currently assembled vintage computers I own: 11
Most important ones:
A "modded" Olivetti M4 434 S (currently broken).
An Epson El Plus 386DX running MS-DOS 6.22 (currently broken).
Celeron Coppermine 1.10GHz on an M754LMRTP motherboard