I can't remember, and even if I could, I won't be able to remember the title.
The earliest game I can remember is this "spaceship" game where you fly a battleship through hordes of enemies, collecting power ups in the process. It's like Metal Slug, but in space. It was played from a top-down perspective.
I also recall another game, a 3D aerial combat game (but not Ace Combat), with realistic (for the time) planes. Again, my memory is spotty, but some of the bossfight levels included battling a MGS3 Shagohod-like tank in a desert, and stopping a rocket (or was it an ICBM) mid-flight by dismantling it. I'm still sour that I never got to reach the final level. It was a Japanese game, and the entire menu language was in Japanese.
There was also another one that my father used to play on his Windows 98 (or was it 95) PC. Some kind of point-and-click army "simulator?" You play as a group of army, like green berets, infiltrating enemy compounds stealthily using a variety of weapons and tools. I was too scared to play the actual campaign because well, you could die, so I stick to playing the tutorial levels over and over again. My sweetest memory of that game was killing one (yes, ONE) grunt enemy on the first level of the campaign using a bear trap. I was so proud of myself that I wanted to show that world-shattering achievement to my dad I left the PC running all day waiting for him to be back from work, only to realise the game had a time limit. By the time he was back all I could show was the main menu.
My first console was the PS1. Growing up being a fan of rallying I was naturally inclined towards racing game. I can't remember the first racing game I've played, but I do played the heck out of first two Gran Turismo and R4 (Ridge Racer Type 4). I still play R4 regularly today, that game is, simply put, timeless.
Insaniquarium
I don't know if it was the first game I played but I sure loved it I remember it so well
Insaniquarium was (and still is) one of the most defining games in my life. I'm sure I've sunk hundreds of hours into that game despite its simplistic nature. I was such a big fan of that game young me managed to create an entirely new imaginative world based on that game. Good times.