It was... I think Tetris on the original Xbox? Something like that. I don't remember really. The first game I played that I really played more than once was LEGO Star Wars on PS2. Memories......
I think my first was Tetris, but thet was LONG ago. My 1st REAL game (not including Super Mario Bros.) was Halo.
My 1st (and favorite) Zelda game was Twilight Princess.
I only started playing Zelda about half a year ago.