SMB 3, same game that got a lot of kids my age into gaming, and let it be known that Nintendo was Serious Shit. I started with the first mario game and played the shit out of it (along with occasional Duck Hunt and World Class Track Meet), but didn't really get into it until a cousin introduced me to Mario 3. (Also Ninja Gaiden 2 and Final Fantasy, which were some other formative experiences...)
These days I don't play vidya as much, and what I play tends to be PC games... but mostly Civilization games, until I realized CivV is irredeemable and Firaxis has lost any sense of what makes a game good. The first Civilization game was my introduction to PC gaming for reals.