Not sure which game was first, but I have early memories of Tomb Raider, COD2 and Larry on a Win95 PC. My first used console was an PS2 while the first I owned was an original Xbox. My first used handheld an original GameBoy, with the Advance SP being the first I owned myself.
The oldest ones I used are different tho. I’m not that old but I went back to try a few older devices over the years.