I have about 3 first Pokémon games for different reasons.
The first game that I played was Pokémon Red/Blue, even though I had to borrow it from my cousin's Gameboy Color. Of course, with his save data inside. That time I'm still pretty new at Pokémon mechanic, type advantages and all, so usually I leave it to my cousin to do the thing.
My first game that I actually played was Pokémon Sapphire, with emulator, no less. That time I played quite okay, but some Gym Badge glitch makes me to unable to advance from Mauville City (unable to use Rock Smash for some reason, I can still go to Slateport City tho) that I can't advance into other side of the game. When I played the game on second time, finally I got through this.
My first game that I bought, though, was Pokémon Emerald. I have passed Mauville City this time, however, I can't finish the game as well, this time because the save data is corrupted, but nevertheless I enjoyed the game much more.