Mega Man 1.
I was 5 and my brother was playing it. I looked up to him at the time, and he couldn't beat a single level. So, I asked my mom and dad for the game and they took me to KBtoys, I think. Anyways, I had to choose between 1 and 2. I choose 1 because I like to do things in order. If I had to do it again, i'd choose two.
I selected Cut man first because that was what the cursor was on. I didn't know I could choose any level. After I beat him I realized I could select any stage. I beat Bomb man second, then I selected Elec man. It was at this point that I realized I could change weapons! I had no idea. This made the game much cooler in my eyes.