I don't recall which my first console was since I grew up with a bunch.
I know the first I ever used was a PC because my dad likes to recall how my first game was DOOM, but my first gaming console (that isn't a PC) was I believe the NES.
My first gaming memories are of playing Super Mario All-Stars and Pilotwings on my Dad's old SNES that he got from my Mom as a birthday present. We also had Donkey Kong Country 1, Tetris, Vegas Stakes (which I didn't understand at all) and NBA Jam. NBA Jam for the SNES is great, you should totally play it if you haven't, haha.