Didn't pick up another Sony system until I got the PS3 MGS4 bundle a few years back after buying my house and my roommate suggested it to me. I remember playing MGS2 on my college roommate's PS2 and enjoyed the series, plus I needed a blu-ray player and an excuse to build myself a set of speakers for use when watching a Blu-Ray disc. The PS3 fit the needs.
It's hard to remember if I had a Sony Walkman or not, but I do remember picking up a Sony Discman and using that to listen to my growing music library at the time.
When it comes to video games, however, the first PlayStation game I've ever owned was actually Street Fighter Alpha, if I'm not mistaken. I did receive WipEout later as a gift, but had ended up trading it for Tekken 2 (which by the way made for a great game).
First SONY product? Some sleek AM/FM pocket radio I recieved as a gift when I was about 10... 1992? First game.... not counting Sony Imagesoft produced 16 bit era Sega/Nintendo games it would have Riidddgggeeee Raaacceeeerrrrrrr!
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