Some I can think of offhand. First is 'hard' because most of these were 'wows' for different reasons, but I guess the Atari wins chronologically.
Console
* Solaris, on the Atari 2600. In hindsight, I'm not sure why, but clearly something clicked.
* First time seeing NES Super Mario Bros. pop up on a TV. Just a big 'wow' moment.
* Too many things to list in Chrono Trigger and Final Fantasy VI.
* The night I impulse purchased Guitar Hero II and played it until 6 AM. To a lesser extent, the moment drumming 'clicked' for me in Rock Band was huge.
* Diddy Kong Racing and Snowboard Kids on N64. DKR's multiple vehicles/hub area and SBK's course design really stuck with me as things that I wished more kart games did.
* Soul Calibur graphics in arcade and, subsequently, on Dreamcast.
* The sense of scale in Shadow of the Colossus.
* MAG Beta.
* First time seeing Gears of War on an HD display. Even though I had been an avid PC gamer I had low spec machines through 2008, for the most part, so this looked staggeringly good.
* Wii Sports Bowling.
* Gaur Plains in Xenoblade.
PC
* TIE Fighter on PC, including the quantity of 'dynamic' voice clips and the entire iMUSE music system.
* Doom - especially the first time I tried using a level editor.
* BBS door games, across the board. So many neat concepts. BRE/FE, Legend of the Red Dragon, TradeWars 2002, etc. Just the concept of a multiplayer online game in and of itself - even turn-based/async - was huge for me.
* The first non-local online game I played was a text-driven MUD on a local BBS that was linked to some college server on the US. Like the above, that was a big 'wow' moment for me re: the concept of playing with people internationally (and, eventually, overseas).
* Unreal Tournament (1999). I booted it up and the first thing I played was CTF online. Hooked me for five years.
* The first time I went on a relic raid as a newbie DAoC player. I did not know that you could have that many people in the same zone - was my first true 'massive' online experience.
* The Elder Scrolls: Morrowind. Just because of how much there was to do.
* The first time I read about EVE Online's political machinations.
* Left 4 Dead - The first No Mercy campaign playthrough. My friends and I went into the game /mostly/ blind and had no idea what we were in for.