I'm going to go out on a limb and say I'm speaking for almost a quarter of the board and say Pokemon R/B/Y.
Well, I actually played FFVI before this, but Pokemon Red came soon after :P Anyhow, DDS actually introduced me to SMT a while afterwards, played Nocturne later and kinda forgot about SMT until I played DS a while back.. Hoping to get a 3DS for Soul Hackers and SMT4 later though.
My first RPG was Suikoden on the PS1. I rented it when I was just a kid and loved it, but I couldn't get past like...the second boss. (At the time, having never played an RPG, I figured at about 5 hours in, I was at the end of the game lol) A few years later, I bought it and actually beat it, and got hooked to RPGs (and the Suikoden series, still one of my very favorites). Interestingly enough, one of the next RPGs I played was the original Persona.
I'm sure it would be one on NES, but as I don't remember myself playing any of them, I'll just say Digimon world 1, back on PS... man, I remember when my parents bought me my first console for christmas, and DW1 gave me the best hours of my childhood... no guides, no reviews, no whining about graphics or characters... just wandering around aimlessly, looking for digimons to join the city, and training my own (which most of the time, I ended up turning him into a numemon, because I didn't know jack about the mechanics, and I didn't know English at that time either)