sonic as your first game must be great because gaming can only gone uphill from there
probably Warcraft, Descent, or C&C. Warcraft 2 Duke 3D, Descent, and Quake are the first games I really remember playing, but I vaguely, at some point a really long time ago, played the original C&C and Warcraft so I'm going to assume I played them before my more vivid memories of Warcraft 2 and Red Alert.
gaming in my house was fun because we had two computers next to each other until maybe 1998 so one of my brothers would always be there to either play with me or show me the ropes.