I honestly can't remember as it was so long ago, but I believe it was either Donkey Kong Country, Super Mario World, Super Mario Kart, or Super Maio Land 2: 6 Golden Coins. I do know for a fact that Super Mario Kart was my first game, but I was so bad at that that I'm pretty sure I would have never beaten Rainbow World. But, I also remember the forest area being difficult on DKC and K.Rool kicking my *** and the enitre game kicking my *** in SMW and Wario's castle kicking my *** in SML2.....hmmmm. I think I might of beat Super Mario Land 2 first.
I actually became way too good at that game as a kid and would beat it every day. So yeah, I'm gonna say Super Mario Land 2, but that's just a guess.