Hmmmm. I have trouble pinning down EXACTLY which game I played first. So, because i am a supervisor and I am the rules, I will just post the games that are in contention for being the first game's I have ever played.
Sonic the Hedgehog (Genesis) - I played this in a hospital waiting room. I might have been 3 or 4 at the time. My brother, who was very very young had gotten a sort of food infection. I never got past the first 3 levels (given that I was a terrible gamer at the time and Sonic 1 isn't exactly... easy lol) How does it hold up on my list? Not well. I have never really gone back to play it and never really felt the need.
Tetris or Kirby's Dreamland 2 (Brick Gameboy) - My aunt bought a Gameboy and it was bundled with Tetris. I loved it. I loved the game, the screen and the portable gaming handheld. It rocked my world. I knew then and there I was going to save up money and buy one. She also had kirby's dreamland 2, which i was fuzzy if she had both games the first time I played it. I would not call Tetris my favorite game but I would say that Kirby's Dreamland 2 was pretty special to me. I think it holds up but it is probably not in my favorites list.
Donkey Kong Land 2 (Gameboy) - This was the first game I ever owned myself. I asked for a gameboy for my 7th birthday, didn't get one. So I saved my money and bought one with my dad on black friday. I knew that I had to get one before chirstmas because then I could get games for christmas. Anyways. I think that the DKL ports or whatever they were, held up pretty well. Again probably not in my favorite games of all time, but still pretty good.
So none of them really hold up imo, not to be on my top lists.