Technically the first modded console I had was a PS1, but I didn't mod it. My dad's friend donated it to us and it took a while to even realize it was modded (I think one day I just tried a CD-R in it and it happened to work).

I then had a PS2 that I desperately wanted to mod, but back then 20-wire modchips were the only way and I was useless with a soldering iron. I did some tricks like taping over the sensors so I could do some disc swaps but that was about it (it only worked for PS1 games).

I think the OG Xbox was the first console I properly modded myself. Another one of my dad's friends had a modded Xbox with Avalaunch and I thought it was the coolest thing in the world, so I begged my dad to buy one (thankfully by 2008 they weren't very expensive second-hand), and after struggling for a few weeks with the hotswap method, I got it done.