I've got a few.
My first game was Ayrton Senna's Super Monaco GP II. I didn't know wtf I was doing and gave up and let my dad play so I could watch. The Mega Drive was his anyway, and that's really how it went with Desert Strike too. Sonic 1 was the first game I witnessed, sure, but I never played it. By the time I was old enough to understand the concept of "press buttons" I was playing Sonic 2 at my after school daycare, and getting trounced at MK3 at home.
MK3, incidentally, is the first violent videogame I was ever allowed to play. This came after a visit to my father's best friend who owned a Super Nintendo with Star Fox and MK1. He asked me if I wanted to play, and I told him "daddy doesn't let me play fighting games". He gave me "lolwut" face, went to (presumably) tell my dad he was being an idiot, and they both walked back in and dad picked up the controller and said "let's play". Little tangent there.
Another big (huge) Sega memory for me is visiting Sega World at Piccadilly Circus. I only got to go once, and it's a damn fucking shame it's gone now. Visiting that place as a Sega Junkie Child in the 90s was the closest I'll ever be to reaching heaven. There was a coin-op Sonic game there
. Incidentally, Tekken 2 was also there and I never figured out why.
Here's another. I was spending the night at my after-school club friend's house. He had a Playstation, but we were getting bored of V-Rally (even with the steering wheel!), and taking turns on Bomberman on his GBC was out of the question. Then he remembered. "I've got a Sega too". The Sega he was referring to, however, was a Master System. Not only that, but he couldn't find a game for it. I was gutted. Then he said "I don't even know if it turns on" and flicked the switch. Then a game came on. We both sat there like WHAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAT
. Ya'll can guess the game, right? We eventually found Strider as well, but we fucking sucked at it
One more. Several years later, I'm approaching my first teenage year in Brooklyn. I had a Gamecube and an N64, and quite a few games for both, but I was still a Sega junkie. I missed out on the Saturn and the Dreamcast, and Sonic Adventure 2 Battle was the closest I got to living that glory (and YEA YEA YEA YEA YEA of course). I lived in a 3-apartment building, and was real good friends with my downstairs neighbor. We discovered emulators around this time, and would netplay as much as possible (which was basically whenever our parents said we couldn't hang out). His dad was a tinkerer though, and I'd often see something opened up with it's innards out in the open in his house. He'd find broken stuff all over Brooklyn, bring it home and fix it up. Flip it if he didn't have a use for it, or keep it for the house if he did.
So one day, my friend comes to me and goes "Aerosol. I've got a Dreamcast". I literally almost broke my neck falling down the stairs to check this shit out. He flicks it on, and the Dreamcast boot sequence starts. I'm freaking out. The intro to Sonic Adventure starts playing. I'm freaking out. Totally bugging out. He played first since it was his. He sucked. It was my turn, and I blew through Sonic's story. Yup, played through the whole thing without giving the controller back. Though, to be fair, he told me to keep playing cause he wanted to see what happened next
. We discovered that the Dreamcast's copy-protection was basically non-existent around this time and had a field day downloading games and burning them. Between Dreamcast and Zsnes, that was a great summer.