Age of Empires II was my favourite on more modern machines (like..10 years ago or there abouts?) but games on computer well I started with a DOS machine and can't remember what my first game on there was. I believe my first ever game though was Sonic the Hedgehog, it was def my favourite for years as a little gamer. I still play AoEII, I've bought AoE+AoEII and both exp.s over and over again(as well as dling pirate copies numerous times when I lost my discs) I now own them again but all on one disc it's great. Also this install doesn't require the disc, without the use of patches!
I think it was Zork on the Apple II, but if we are talking about the IBM PC then it would be Flanker. Russians make the best flight sims!