The first game I directly owned was Mario Kart 8 Deluxe in a sense, as I had not received Super Mario Maker 2 or Mario + Rabbids Kingdom Battle yet, which were all birthday/Christmas gifts that year, and MK8 was bundled directly with my Switch. I still remember somehow deciding which one to play first by drawing cards or something to fill out the names of each game, and MK8 won. Turns out all three of these games became some of my favorites.
The first game I played is a split decision, as it's either one of those games on a kids' Amazon Fire (I remember playing through DuckTales Remastered and Disney's Castle of Illusion remaster) roughly 2015 or 16 that I feel like doesn't count (It was just a thing we could play games on, I was not parented by my iPad), but not much else from then, or, according to my dad, SMB and SMW with him on the NES/SNES in 2018, a year prior to my Switch. I have memories of playing World with him, and how we, to this day in that save, have not finished Vanilla Lake. Those memories came back while I played through the Virtual Console port to 100% at the end of the summer. The Wii is also a close contender in my heart, because NSMBWii was my favorite platformer forever. Except 5-4.