I'm aging myself here.
The first game I really played (aside from my granddads super old Pong console) was Sonic the Hedgehog on my Sega Master System II.
Don't remember much of it, but I know this: I never played a Sonic game since. I guess it just wasn't for me.
What about you?
Fucking AWESOME! I had that game on the original Master System. Loved Sonic so much that I kept my hair spikey from ~8yo up until it started thinning at 21-ish. I was obsessed and utterly hated Mario cos it was the competitor to my fave blue hedgehog! I was so fucking gutted when Sega announced they're leaving console manufacture. I still hold out hope they'll rejoin one day.
My first game was actually a little before that - Jet Set Willy on the Amstrad CPC6128.