Bootleg NES.
With a bootleg cartridge titled "999999999 games in 1" but in reality it was just SMB1, Battle City, Duck Hunt, some game about shooting cowboys (either in bar or on a desert), Dr Mario and some game about shooting flying discs. Repeated over and over with a little varying names like "Mario G" and "Mario W". And the menu for choosing those games was this:
Accompanied by a 8bit version of "Can you feel the love tonight".
Fun fact, the thing still works fine even though it's like 20+ years old. xD
Also my parents used to have an Atari 800, but my memories of it are too blurry to make it count as my first console. I only remember some game about a guy walking on a trains' roofs and about throwing shoes at cats.