Porsche Challenge, which I believe came with my PS1 back in the 90s. I cared more about the Metal Gear Solid, Abe's Oddysee etc. demos on the demo disc though. The first notable game I completed would have been Crash Bandicoot 1, the first "big" game Metal Gear Solid (took my 8-9 year old self nearly six months without outside help, but I was utterly obsessed with the game), and the first RPG Digimon World. I beat the major 2D Marios not long after Crash 1.