Mine was
Magical Hat flying turbo adventure, the Japanese version of
DecapAttack. Because it was all in Japanese, I didn't understand a word of the game, not even the title, but thankfully any dialogue wasn't important and the gameplay and powerups were easy enough to work out. Although I was shit-scared of the powerup that killed all non-boss enemies on-screen, it made the background all wavy.
My half-brother sold his Sega Megadrive and all his games to my parents as he was short on money. Had I known that at the time I probably would've taken better care of it.