Command & Conquer. Played it on the PSX when I was about 6 or 7... I played it so much, in fact, that I still remember the Ion Cannon cheat, 13 years on.
I had a SNES before that, and a Sega Master System before that, but I don't really remember playing them that much.
I think that Final Fantasy 7 played a huge part in making me a gamer too. First played it when I was 8, and I had completed it about 4 times by the time I was 10... Not a simple task for an 8 year old. To this day, the original C&C and FF7 remain at the top of my list of favourite games of all time.