In my case, there were like 4 first Sony games, because I had gotten my ps2 with a bundle of: Ratchet and Clank - Up Your Arsenal, This Is Footbal 2005, WRC 4 (I guess) and F1 04.

But what I like to consider my first Sony game is Ratchet & Clank - UYA, it was a great game, though really frustrating. Couldn't finish it because the console would crash during the last level, I guess just before the fight with Nefarious.