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Alley Cat - http://en.wikipedia.org/wiki/Alley_Cat_(video_game). I still hum the tune from time to time.

Ah, Atari, good times :).

For me it was Adventure and Mercenary:

Ah Colossal Cave! - my very first nontrivial program was a version of Hunt the Wumpus. Still a good beginner exercise today, I'd say.

Wow. I never would have thought of that game ever again if I didn't read your comment. Thanks for bringing back those memories!