1995 or 96, can't remember which, but it was a big section of Nintendo Power. Most of the coverage was about the N64, but there was a bit about the Virtual Boy and Mario RPG.
I don't think I actively kept up with E3 news until around 2000. It was far easier to get get information online at that point, and I was super excited about the GameCube and GBA. I remember downloading QuickTime trailers for Rogue Squadron 2 at school.
Edit: Now that I think about it, the GCN info was at SpaceWorld, not E3, but I still remember all the PS2 and Xbox info around that time too. Usually video game magazines with the new info made the rounds at school.