My first system and game, as far as I recall, was an Atari 2600 with an entire bundle of games, none of which can rightly be declared the first, though if I were to choose between them, the 'first' would be Night Driver.
Others purchased along with the system included Indiana Jones, E.T. the Extra Terrestrial, Combat, Pong,Pac-Man and Porky's the Game(it was just ill defined blocks of pixels aimlessly pursuing one another,nothing to get the 'Moral Guardians' of the era's hackles up).
I'd say that selection of games is exactly why I did not mourn what appeared to be the permanent loss of videogame consoles in the Crash of 1983.
I suppose that I could have had a worse first impression with console games(the Phillips CD-I or the Vectrex comes to mind), but I wasn't sold on home electronic gaming just then.
Thanks to the Nintendo Entertainment System Power Pad/Zapper bundle which came with Super Mario Brothers, Duck Hunt and World Class Track Meet, I returned to the hobby that safely keeps me indoors, well far away from the mosquitoes and scorpions that call this state home.