Let's see
the furthest I can remember is probably Sim City for the SNES.
That might also be tied with "Shining Force" for the Genesis (one of the finest turn based RPGs of all time) and "Super Mario World".
The first game I vividly remember FINISHING is "Diablo" for the PC, which I did when i was 8. Yes, my dad let me play "Diablo" when I was eight because I knew that none of it was real and it was a fantasy game. I played that game for years after Diablo II, because of all the rare equipment that spawns randomly in the dungeons with every play. Diablo II did that as well, but Diablo I didn't have an infinite amount. You basically knew all the unique items and there was always several you wanted but could never get.
The crazy thing about my dad is that he's a devout Christian and a regestered Republican, but he's also a huge Pink Floyd fan and a Dungeons & Dragons player for 30-odd years. He always knew that the satanic panic over D&D was awful stupid, because any hardcore biblethumper looking for satanic incantations would be bored out of their skull by a normal D&D game.
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here be dragons