I can't really put a finger on what the first game for my Amiga was since I had played so many at friends and when I bought one second hand about 2 years ago it came with about 100 disks. But I think my closest shot would be James pond 2, that guess would be because that's what the guy who sold the Amiga to me used to show that it was in working condition. If that isn't it it would have to be either hudson hawk (Which I could not get working on emulation) or Jumping jackson.
As for PC games, that's a little tougher because I'd have to go back quite a bit. I believe first game I loaded on a PC to play would be Captain comic, but first game I ran on MY pc and not my brother's or mothers would be Quake.
BTW. Massage was mentioned. I was wondering about the name of the emulator. I read somewhere that it was named because of a spelling error in the intro of the Gamegear version of Alien syndrome where you recieved an "emergency massage" instead of an "emergency message". Never got around to testing wether this spelling mistake even existed. can anyone confirm this or tell me the place I read it was written by a guy without enough facts?