The first damned one.

Beast Wars: Transformers was my firt PC game.

My first non-PC game was Pokemon Yellow.

I think it was some Monster Truck racing game

Lode Runner: The Legend Returns

Probably F1 World Circuit or Wolfenstein, on a 386 DX40

Delta Force

Jazz Jackrabbit

On PC, it was Solitaire or Minesweeper, can't really remember...

I believe it was Croc: Legend of The Gobbos

The MMORPG Shin Megami Tensei: IMAGINE.
First one that got me into other games, at least.
The veeeery first game I ever played was the first Wario Land that was on the original GameBoy. (Totally didn't even see the 'PC' part of the first post. Very first I ever played on the PC would be Solitaire, if that even counts. :P)

Solitaire? lol.. ps1 was my childhood and our first computer was win95, couldn't really get anything to play on that.

no idea, can't remember times when I was 3rd dude :D

Some shareware stuff in mid 90's. I recall a hovercraft game among others.

Prince of Persia (the original one) or Wolfenstein 3D (shareware version with 1 or 2 episodes). Earlier something with helicopters on ZX Spectrum, don't really remember.

My first proper game was Age of Empires II. There were edutainment games before that, but I don't remember much about them.

The OLD nfs Hot Pursuit 2

Star Goose!

It was Dave on my black and white monitor.. and then soon after that the first prince of Persia game

My first was either, Hocus Pocus, Duke Nukem, or that tank game in MS Dos, whatever it was called.

Half-Life 2.

http://en.wikipedia.org/wiki/Castle_Adventure

Turok 2, I was clumsy and terrified of the dinosaurs =)

mmm The first one, I don't remember it, I played some games on a commodore 64 my older cousin owned and then my parents bought me an Amiga 500.

I also remember playing a snake-like game on an old IBM with the monochrome green screen. Damn I feel old :I

Gertrude's Secrets in the computer lab of my elementary school.... please tell me i'm not the only one that remembers this game!

I'm not sure I can remember the absolute first one. At the moment, the earliest I can remember are Number Munchers and Oregon Trail (both on 5.25" floppy floppy disks).

On PC it was Age of Empire 1 I guess.
But I really went on PC far later, around 10 years, I was on console in the meantime.
And of course I played videogames before AoE.