Well, this makes me feel pretty old
I was lucky enough to get a PlayStation for Christmas in 1997, with this (and also Tomb Raider 2). I remember my parents let us open everything just after midnight, obviously I set everything up right away and ended up starting FFVII that night. I hadn't experienced anything like it before, and it captivated me immediately. I played... and played... and played... and before I knew it the sun was up and I had to stop playing, but all I could think about was going back

It's probably my favourite game-related memory, to be honest.