The first game that I can actually ACTIVELY remember is Chubby Cherub:

I remember getting it at 'Child World' with my paper-route money. It was my first of many... but also the first game I was kind of stuck with as they had a policy of not taking games back once opened (new policy). Previously, I used to 'borrow' games from other places like Hills & K-Mart by buying them & returning them a day or two or three later.
This one... I was stuck with. (I also tried to use a sticker from another game that was $10 less, the cashier was a little wise to that)