PC? of course was Wolfenstein 3D (which I still have on floppy, by the way) followed by Doom and Heretic, but those don't count because they are a given. Console though, my first played was Goldeneye, I think. A buddy of mine owned it and we'd play it when I visited, but believe it or not, the first FPS I owned on a console was 007 Nightfire. I was always a fighting game and sports junkie growing up so I had no need for shooters. Nightfire had some sick multiplayer though.
EDIT: There was a game back in 1986 called Starglider which had some FPS elements but I don't think you'd really call it an FPS.
EDIT: There was a game back in 1986 called Starglider which had some FPS elements but I don't think you'd really call it an FPS.Yea definitely not a FPS, just a 3D game. I had Star Glider 2. Did you know those guys went on to make Star Fox and basically engineered all of Nintendo's early 3D tech?