I can't remember the name, or many details, of my first game. I'll recall what I can remember though - if anyone can identify this I'd be extremely grateful as I wouldn't mind playing it again!
It was a puzzle format, you controlled a small man who walked around grid-like levels, enemies closed in on you (similar to Cubert, but it wasn't Cubert). On one level you were skiing and a monster (possibly red) was pursuing you. I played this around 1996/7.
The first game I can vividly remember was Big Red Racing, which was a whole load of fun.