I honestly can't remember the first game I played. My mom had an Atari in her house from before I was born (I was born just after she turned 18) and I can imagine that Pitfall for Atari could have been the first game I played, as I have some vivid memories of it for some reason. I remember that my parents got a NES when I was really young as well, and at like... the age of 7, I beat SMB3. I've been pretty much a gamer my whole life.
I prefer new games over the old ones, but I still love the old ones. My girlfriend is very much a vintage gamer, liking NES the best, with SNES and Genesis trailing behind.
I think as soon as I get my brother's computer repaired, I'm going to set it up as an emulator machine. Currently I have it hooked up to my TV via HDMI>DVI and I want to get a couple wireless controllers (probably PS2 style, as they suit old and new gaming well) and then get NES, Genesis, SNES, N64 and PSX emulators installed on it. I might even talk my programmer friend into helping me create a Windows Media Center style GUI that I can select the game I want and it will auto launch the emulator/game, as well as look a lot better than having to do it manually.