Taipan, the trading simulation set in East Asia during the 19th century. Way more fun than it sounds. 
So the first games I remember playing were the original Atari 2600 games (Missile Command, Breakout, Adventure). My fondest early gaming memories are of some early Sierra games (notably Hero Quest) and my NES (Zelda, FF1, FF2, etc…).
The first videogame I’ve ever played was a “Telejogo”, in the 70s:
It had some games like Tennis:
and Football:
I still have this console, but not a TV old enough so I could play it again.
First game was Pong. Then, at a yard sale I bought this TV console game that came with color overlays that you placed right on your TV screen. Then you moved a white dot around the openings of the overlay according to which game you selected. I was so excited to have my own games, but the play experience was very disappointing. Finally found out about Adventure and Colossal Caves and ended up buying a book which had a text adventure you could type in yourself!
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My first game was under MS-DOS. Windows did not exist at that time.
it was Prince Of Persia (1990):
And Lost Vikings (1993):
Dune 2, Warcraft 2… And dozens of hundreds of others that came out later.
I don’t remember how old I was, maybe 5 years or a little less.
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Wow, I loved that Prince of Persia. Good one!
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Pong. I was 10. It was very exciting…
These were the oldest and my most favorite games.
Striker
Atari tanks, biplanes (I found this review for it and thought it showed off the games pretty well)
LHX attack chopper (I still have the 5 1/4 floppies and the book for that)
Castle of the Winds (this was super fun)