I don't know exactly which one came first, but the very oldest thing I can remember is having a NES (my brother's, actually) and the following games:
- Faxanadu
- SMB
- Excitebike
- The Legend of Zelda
- Duck Hunt
- Some other game for the pistol that had guys with masks or something.
- Paperboy
- Duck Tales
And some more I'm forgetting now.
The ones I played the most were Faxanadu (loved the first city's music. In fact, the game was in English and by that time I couldn't understand anything, so I was just walking around the city clueless), SMB, Ducktales and Paperboy. Also some Excitebike, and a bit of Zelda. I also played the other games every now in a while, but I'll guess the first video game I remember playing would be SMB.