Oh man. For all my storied arcade-loving history, my answer to this question would have to be no. I vaguely remember my first ever arcade experience around 1980, somewhere in the San Francisco area. It was a crowded madhouse filled with smelly teenagers. I was a little kid and remember getting absolutely freaked out at the fiery crashes in Atari's F-1 (the projector game) and cowboys dying and turning into tombstones in Boot Hill. I also remember being mesmerized by the flashiness of the vector game Warrior, though to date I don't think I've ever played it. So none of those were favorites.
I do remember the first game I kind of "joined the bandwagon" on, and that was Pac-Man. It was everywhere. You couldn't even go to a store without seeing some Pac-Man themed item. Everyone loved it, and I would play it just like everyone else...but secretly I disliked it, because I sucked at it. If I had to guess what my first genuine favorite was, it was probably Fire Truck or Tempest, but I don't recall for sure.