As far as the Real-Time-Strategy genre is concerned, for me, it was Metal Marines.
I always considered it to be the originator of the Command & Conquer series, although no "experts" ever said that to make it official, it's just a personal point of view. However the actual term "RTS" wasn't even existing as far as I can remember back then. The actual game wasn't "Real Time" per se, and was considered to be a simple Strategy game, which was the term used during that time.
Metal Marines was originally made for the SNES and PC platforms by developer Namco, back in 1993 (and was recently released on the Wii's Virtual Console, on the 10th of July of this year). And a Special Edition PC revision was released in I believe was 1995 or 1996, which included better warning sound effects and a full voice-over acting for the otherwise voice-less mission briefings (but I myself never played that version specifically, I played the original, on Windows 3.1 and also SNES, and of course I started playing it on the SNES). I really played the heck out of that game.
I remember once though ... it was heavily raining outside, and I managed during that rainy day to stay alive in one of the toughest missions in the game by making THE biggest base I had ever been able to build up in the entire time I've owned the game. I've never been able to ever replicate anything like I did that day afterward. And during the last moments of the mission, when I was FINALLY gaining territory and the upper hand of the battle the greatest of my fear incarnated itself in the form of a sudden, unexpected yet obviously about-to-happen power loss.
Suffice it to say that when it occurred I remember I stared at the television screen for at least five minutes non-stop, speechless, troubled, baffled, out of this world, ablaze inside me and ready to detonate myself in rage, frustration and sadness. I also remember I never spoke a single word to my parents for the rest of the day. It was the feeling to have spent hours to accomplish absolute nothingness. Ah yes ... good ol' times, good ol' times.