The first Ninja Gaiden I played was The Dark Sword of Chaos (NG 2 on the NES), when I was a kid. My friend and I would take turns playing it, but it kicked our ass every time. Can't remember if we beat it or not. I'm just now going through it again on my smartphone via emulator- which in a way, is easier, as you can save and pick up later at any time.
I first played Ninja Gaiden the year it came out- I was a Playstation guy, and never had an Xbox, but a friend let me borrow his over the weekend. I got to 'Skies of Vengeance' (ch.3) before I returned it to him. One of my favorite weekends still!
NGII was the next one I played, I preordered for the X360, and had a blast with it. I think I beat it once on Normal, and put it away for a long time. Although I was a fan, the difficulty was extremely frustrating, so I both loved the game and hated it, for the same reason. I also didn't know about killing the stupid armadillo boss(es) with IS's in 5 seconds- I just recently discovered this in a Master Ninja walkthrough. Also, the Electric Worm subway boss sucked pretty bad. Basically, all the 'bow & arrow' bosses sucked. I didn't know you could Lunar UT the subway boss, or that Piercing Void rapes the flying dragons.
Just the last few months I have gone back and gone through all the Ninja Gaidens, NGB, NGII, and now NG3:RE. There are not many games I feel are worth my time to complete 100%, but these games I feel are very rewarding to truly master. Maybe it's just a big "F#CK YOU" to the game, after it kicks my ass so many times. hahaha