Personally, the PC. Technically when I was a super-young age, N64 but I didn't know what was going on. I remember just button smashing on some 2D Disney game.
Until I was about 9 years old, the only system I had/had heard about was the NES. It was not until I moved and my friend/neighbor told me about the gamecube.
I saved up all my money and bought it. So, really, the first one I played was the NES, but the first I bought was the Gamecube.