If you want to get technical, the first was arguably 3D Monster Maze, released in 1981. There was also Battlezone, again 1981 - though it's debatable whether it counts as an FPS.
A more accurate answer would be id's own Catacomb 3D, from 1991.
Wolf 3D definitely wasn't the first by any stretch
Great, but small Android phones are still few and far between. The Jelly Star is a notable exception, but those devices don't seem to get much in the way of long-term support
PC Engine.
Not only does it look like a prop from the set of TNG, but it is delightfully tiny. The cartridges are little cards that you slot in the front. There is literally nothing bad about a PC Engine. (Except for maybe that it's only got one controller port)
Ah - in that case, I'm going YoTD, Spyro the Dragon, Ripto's Rage! (I do like 2 a lot, but it's always felt weirdly disjointed to me. Ripto is a very good villain though.)
I have my name in the back of 'Metal Slug: The Ultimate History' for helping... er, someone more directly involved with screenshots of Metal Slug 6. Was a good moment.
Think the oldest game I own that I haven't yet played is Tomb Raider. Got it with my original PlayStation.