Came in here to post Super Mario Brothers for the NES. I think the game came indidividually, but I got it with a cartridge that had both SMB and Duck Hunt. I remember my mom playing Duck Hunt all night and getting so far the levels were no longer listed as numbers.

Other great gaming firsts probably would be the first Genesis game I beat was Sonic the Hedgehog, first N64 game beat would be a tie of Super Mario 64, Goldeneye, or Legend of Zelda: Ocarina of Time, first Playstation game beat would be Spyro or Final Fantasy VII, first PS2 game beat would be Final Fantasy X, first PS3 game beat would be Metal Gear Solid IV, and the first PC game I ever beat would be Oregon Trail