My first games were Prince Of Persia, Wolfenstein 3d, Doom 2 and Aladdin.

Galaxia on an arcade booth back in the middle of the 80's
Yeah, that's pretty much my POV. No wonder we enjoy games like this:
http://youtu.be/3VeTiRB0xVc
(a feast for both eyes and ears...)

Very first electronic game played? This - though I'm pretty sure the writing on it was all in Kyrillic/Russian - either a clone/remake or there were versions for the Russian market. Must have been between 1983 and 1984 so I was something between 8 and 10. A classmate of mine had that thing. And it burned through the 9V batteries like hell.

My second encounter with electronic games was the Poly Play arcade machine. In one of my vacations I spent hours playing the downhill game. I think this must have been in summer 1985 or 1986. So was 10 or 11.

My third encounter was an Atari 2600 at my uncle's place. Don't know where he got that thing from. First game played was Pitfall 2, but I spent an entire afternoon beating Asteroids. That was 1987.

My first own computer was a Commodore C116 with a cassette drive. My parents bought it second hand for 2,000 East German Mark. I don't know what the first game I played on that machine was, but the most time I spent with was Hustler. No, not what you think - a pool game. And I only had B&W images since East German tv used SÉCAM for color instead of the Commodore's PAL output.
At the same time we had computer courses with Robotron KC hardware. Of course there were games too, but they were primitive in comparison.

After the fall of the Wall, I hurried to get a C64. Of course it was already outdated by western standard - but for me it was affordable high tech :-). One of the first games was First Strike.

Later I switched to Amiga. Unfortunately I had to sell the C64 with all the periphery to be able to afford one. I really can't remember what my first game on that machine was, there just were so many. I'm thinking it could have been something like Turrican or Silkworm.
While we're now about ten years from "first game ever" it still marked an important point: For the Amiga I had amassed hundreds of games. That was pretty easy because the Amiga was by far the most popular machine in my region back then and "school yard sharing" was as common as breathing. And then I came across the crack intros by Fairlight: "Remember: A game worth playing is a game worth buying". That got me thinking - my allowance (I was still in school) was not bad and I didn't have any other expensive hobbies and I also didn't spend much in clubs and the like. And at the same time I was looking for a game I had read about but that none of my pals had, not even those with connections to the warez scene: PowerMonger. And so I bought it. And it felt that good to actually own the game that I went and bought Battle Isle and Populous 2 also. And then I started to sell my ~700 floppy disks (formatted!) for about half the price they were in stores and invested all that money in legit games. So PowerMonger was my "first" game too: The first I legimately bought from my own money.

Thanks for the recommendation, though I'm not sure I could really appreciate pinball on the computer. I've stayed away from it for a lot of years. Pinball for me was very much a physical experience; to master a table you had to learn the angle of the board, the response and crispness of the flippers, whether all the bumpers were working, how sensitive the tilt was. It was a game played with the fingers and with the hips. That's why I never liked most arcade video games; they took my body out of the game. The heavier pinball tables, like the ones with multiple levels or a lot of mechanical equipment, also took a lot of physical control out of the game.

I don't know. Maybe I should try software pinball so I know what I'm talking about before I run it down, right?

I got a hand-me-down Atari 2600 for my 7th birthday from my cousin when he upgraded to a C64
So I got a bunch of games at once - Pac-Man, ET, y'know, all the classics (heh there was some good stuff on there though like Pitfall, Spiderman, Haunted House, Combat etc.)
We used to be able to rent carts from the record shop for 50p a week, I remember my cousin renting Adventure and Indy Jones - Raiders, I always wanted those ones permanently!

Now I feel old...

Wow, I had no idea it was even translated.
The game by Infogrames is still a whole lot of fun as a two players game.
Ouch. Me too, and I'm not that ancient.

My first game?
Must have been Diablo. Or was it Warcraft 2? Maybe The Curse of Monkey Island… Or Caesar III. No, Civilization II! Or Age of Empires? Hmm… Quake II?
Okay, I just can’t remember.

Hi, Donkey Kong Apple II+ clone 1983 First released, in the United States of Dungeons & Dragons fantasy tabletop role-playing game, designed by Gary Gygax and Dave Arneson + 9 years

Does the age matter on internet all teenagers are idiots according to it. Which leads me to go to GOG so that i could play the classic games which i missed out on rather when play the reapeatedly copied call of duty

Maybe :) I've always viewed them as different sorts of games. As you say, pinball with a real machine is a physical experience. On the computer, not so much. Different, but both fun in their own ways I think. Plus, it's the only place now where I can play a game of Gorgar, Space Shuttle, Sorceror or a whole bunch of others that I played back in the day without traveling to a pinball museum!
Haha! Sorry about that, really I am. But it had to be done. Had to. Not enough pinball people anymore! Every one of them must stand up and be counted :D

One of these!:

http://www.handheldmuseum.com/Grandstand/Scramble.htm

No idea, but if I don't count games I saw at my friends' houses, one that might come close to the correct answer would be Ballerburg (Atari ST, 1987) . :D

Amiga 500 and I was like.. 3 or something? Very young anyway.. my parents always joke about me wanting to "show my older sister how to play" :D

I can't remember first game.. Might have been Marble Madness or Giana Sisters.