SEGA Master System. My 1st game was Alex Kidd in Miracle World. Such an epic game. Had the 8-bit Sonic games too. Man they were hard as hell!
My most epic experience was always the Playstation though. I remember it so well...
Parents: "we got you that new console"
Me: "oh sweet!! an N64!!"
*opens box*
Me: "what's that? :S" (I hadnt heard of the Playstation, I was such a noob XD)
*pops in Crash Bandicoot 2*
Me: "wow... CD games!"
Me: "Mum... I feel ill, can I have tomorrow off school?"
Gooood times. XD