If we're counting handheld consoles my first was a Sega Game Gear. If not, XBox original (After buying a Game Boy Color with Pokemon Yellow with my own money). Not for wanting, mind you, I loved videogames for ages, but my parents didn't want me easily distracted and drowning into videogames and away from school or anything like that. Hell the XBox was technically my uncle's, but since he almost never played it it found its way to my house and became mine.
That said, I was kinda raised on PC, as even before those consoles I ended up finding my way to my uncle's house to play games on his PC, and eventually some games on my family's PC once we got it. TIE Fighter, Chip's Challenge, Rebel Assault, and some Formula One racing game are the main games I remember playing all the time back then...