Well, it depends on what you call a console. When it comes to a console in the strictest sense of the word, the first was the NES and Super Mario Brothers. I was.... 5, maybe.
In the "computers that play games" category, my first would be a Commodore 64, and I was 3 years old when I started playing that, and have no idea what the first game was I popped in and played. Games for the C64 aren't quite as stand-out-ish as early NES games were, and I had a crapload of games for it.