I got my first computer with 12 in '92 - a 286 with a 5 1/4" floppy drive - those things were already in the process of fading away from the market; the cool kids had Amigas or SNESes or Mega Drives or, if it had to be a PC, a 386. So until I got a 486, I had to rely on shareware/freeware/public domain disk vendors and bargain bins for games. I don't really know what the absolutely first game I ever played was - some throwaway freeware version of battleship...? I do remember which game was the first one to keep me hooked, though: Nethack. Sold by one of these shareware vendors on a floppy disk for ten Deutschmarks - alongside a printed out and illustrated(!) guidebook. Very unusual and very awesome.
I've had that game on every computer and under every OS since then. I'm mainly a Linux guy now, maintaining a dual boot setup with Win7 which I keep on my machine just for games. And occasionally I still switch over to a text console to hack away in yet another round of Nethack. Since I played the text-only version under DOS back in the day for so long, I've never gotten used to any of the windowed builds with their tile graphics.