There's no single "first video game"—the concept evolved through experiments and prototypes. But these three are the strongest contenders, each pioneering a different pillar of the medium.
Alexander S. Douglas, EDSAC computer (Cambridge University). Tic-tac-toe displayed on a cathode ray tube. First digital graphical game—proved a computer could render interactive visuals.
William Higinbotham, Brookhaven National Laboratory. Oscilloscope display, analog computer. Two-player tennis simulation with gravity physics. First interactive entertainment game—built purely for fun, not research.
Steve Russell et al., MIT PDP-1. Two spaceships, gravity star, torpedoes, hyperspace. First digital computer game designed for play (not demo). Inspired Nolan Bushnell → Atari → arcade industry.
Each pioneered a pillar: OXO (digital graphics), Tennis for Two (interactive fun), Spacewar! (code-based gameplay, community, mods).