I'm pretty sure I haven't already posted on this thread, so here goes.
For me, it was either Pac Man or Dig Dug, but both were the first games I ever played, or even remember. I also vaguely remember seeing Centipede in the arcade.
My First system, and thus first extensive play with a video game, was an Atari 2600 a cousin gave me, which had Combat, Asteroid (not to be confused with Asteroids), and Space Invaders (which was far too hard for me to play at that age).
Beyond that, some of the earliest games I remember playing in the arcade were Road Blasters, Rolling Thunder, Pole Position, TMNT, and eventually SFII, among many others.
Of course, the first system and game that I really fell in love with/became obsessed about, was my NES, and Super Mario Bros.