I can't remember the first game to ever make me swear... because, frankly, I've been swearing at games for a long time. That said, I can remember the first game to make me tempted to literally break my TV.
I should be ashamed to admit this, but I used to play a lot of Animal Crossing back in the day (and given the opportunity, I probably would play it again). Anyways, living the life of a kid living with parents who were paranoid that prolonged exposure to videogames, and to the TV in general, would rot both my eyes and my brains, I often was unable to save, and instead had to simply turn the console off. (Also, I have a bad habit of abusing the save feature in order to undo things that did not go the way I had planned them).
Animal Crossing, however, had a sadistic love of punishing the player for quitting without saving, and if you did quit without saving, the next time you turned the game on you would be greeted by Mr. McDouchebag himself, Mr. Resetti, a mole who would pop up and ramble on for an hour and a half about all the problems you had caused by resetting. Mostly it was an annoyance, just an attempt to try and unconvenience the player until they decided that they should never quit without saving again. This was all fine and dandy until the day that Mr. Resetti said my violations had gone so far that my save was being erased, and after he said this the entire TV screen went blank. Had I taken the time to think about it, I probably would have realized that Nintendo would never have sold me a game that would intentionally erase itself, but my brain was too busy filling with anger over the fact that the hours I had spent working on my Animal Crossing town had been deleted, and all because of a stupid mole. The TV came back on shortly before my gamecube controller was thrown violently through the screen, and it was revealed to me that the entire incident had been a joke, and I thank Nintendo at least for timing it in such a way that I did not have time to destroy my TV and convince my parents that videogames would provoke the type of violent rage in me that lead to the destruction of valuable property.