A MUD called Razor's Edge on a BBS when I was at Uni. After that it was Counter Strike before it was released as a retail product. Used to play over modem with my mate over Internet connection sharing with pings over 300
The first game I played online: Battlefield 2.
Since I only had an Internet-uplink via a 56kbit/s modem during the late 90's, but a divorcal got rid of the uplinked computer, I didn't have any form of Internet-uplink until 2008. Battlefield 2 was very hot at that time (where I lived), so I decided to purchase it.
I have NEVER played ANY game online, I did however try to hook two computers together with a null modem cable once or twice so my brother and I could play a doom(the original)death match but, I never could get It to work.
Quake. Specifically, the Pain Keep mod. That really got me into online gaming. Doom was the beginning, although it didn't work with the internet, so Quake was the first game I officially played online for a long time.
Duke Nukem for DOS was the first game I played online. I never had a TEN account, so we had to dial into each others PCs and play one on one. It never stopped us from having a good time. I can remember how we have to reboot to DOS to start Duke up. I couldnt even imagine it being like that now. Thank god for match making.
I started playing a game called Star Kingdoms years and years ago. They are still around, but I haven't played since I graduated to WoW and FFXI. But, for what it was, it gave me many hours of fun. It was basically a text-based war game where you build up a kingdom and try to conquer everyone else's land. Ah, those were the days, sitting on AIM chat with alliance leaders waiting for the order to take down a target. Or, refreshing the page like mad at the round reset when everyone only had dialup and there was insane lag.
I'm glad it's still around. That was a fun game. Hmm maybe I will make another kingdom and reminisce.
I actually ran a C-Net (Commodore) BBS back in the day, which had a few very simple games online. I also played Modem Wars (http://en.wikipedia.org/wiki/Modem_Wars). Played several LAN (IPX) based games (NetWars, Duke Nukem 3D, some Battleship like game, Hearts and Chess) and then LAN (IP) based games (Quake). When the internet got going played the same basic IP based games with someone hosting a server. I had a lot of fun back then, ah the memories...