magnets and cardboard
Mine was a cardboard marble pinball table, complete with rubber bumpers and light bulbs on wriggly spring circuits (I also have a vivid memory of at the age of fourish constructing a robot out of fenceposts, nails, tape, wire, road reflectors and 9-volt batteries. It did not function). I played the thing to its destruction on a vacation... I must've been fairly young, since it was before I started playing with QBasic. Six or seven?
First actual games stuff was modifying the graphics in Microsoft Gorillas.