as long as you're just saying 'game,' some of the old text-based MUDs have it by a long shot. they're basically the precursor to MMORPGs. they've been around since the late 1970's, but really got popular around 1991-1992.
In 1998 I played Forsaken via the internet - Don't know whether it is the first, but it's pretty old.
As in really really really old games - I used to play a TBS via BBS (Bulletin Board System) with my friend in 1985. Can't remember the name of the game though :-(
Edit:
The game was called sippia or something like that. I tried to google it, but it came up with nothing usefull. It was a TBS based on some chess-like moves. I used to play it with my friends - back then it was normal to know all the people that were active on the BBS in person. We even had meetings and stuff about the BBS in real life; good old times, sigh!
Doom had modem-to-modem and LAN multiplayer, but wasn't "online" technically. You could play it online using DWANGO or Kali, however. The original Command & Conquer had online play through Westwood Online, but I'm sure there are other commercial games that had "true" multiplayer before C&C. You have to remember that the World Wide Web didn't gain mainstream appeal until around 1995, so most games prior to that relied on proprietary services or modem-to-modem play.
The Sierra Network, which I think started in the late 80's... maybe not the oldest, but I think older than any game mentioned so far. (except text based muds)
edit: I am mainly meaning the online RPG the Sierra Network had, whos name espcapes me.
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