I remember playing my first electronic games on:
-a simple hand-crafted computer with a tape drive in middle school. I count this because the inane little game was pre-recorded on the cassette
-displays of new games at Kmart (Pitfall!)
-the first arcades (including Pong, Donkey Kong, Qbert...)
- my Merlin (used a few white lights)
http://en.wikipedia.org/wiki/Merlin_%28game%29 - a step-uncle's handheld "football game" - which was also just lights
- Simon (the color/sound matching toy.) Although my family didn't own one until one of our kids got one for Christmas, I had numerous opportunities to play with it most everywhere as a older kid/teen.
My step- grandparents had an Atari console that I could play when I visited, but I didn't own one an actual game console myself until the NES (unless you count Merlin.) Then we had the SNES, Sega GameGear, Nintendo Gameboy, Gameboy Color, Playstation 1, N64. Nintendo Gamecube, Gameboy SP, Nintendo DS Lite, Playstation 2, (original) Wii, and the kids own a single PlayStation 3 that they share with us for Netflix. Other than that, we used computers for our gaming as well as practical stuff. We still have all our consoles but the NES that we passed on to a friend in the early 90's. We regretted letting it go almost immediately, so never got rid of the others. Haven't bought many consoles games in some years now, but at least we still have all the old ones!
I still remember a wonky "TV computer" thing that didn't really work that was briefly passed on to me as a teen. I couldn't make it do much of anything beyond "error" noises- though I did fine with the Apple IIes at school. I am thinking that it was one of those overly ambitious early "consoles."
By definitions in this article, I am familiar with 2nd-7th generation consoles
http://en.wikipedia.org/wiki/Video_game_console#First_generation