I know SEGA CD had some kind of memory for saves built-in, hell if I can remember correctly thesedays.
But in terms of saving game progress easily? PS1 feels like the first time that was done "right".
Technically speaking the NEO-GEO was the first system with memory card support...but that system was also $699. The cool part tho was you could use the card between home and arcade versions of games.
..........
Anyhow, to the thread's question...what I've always liked about PlayStation was that they always seemed to best understand the market and meet the needs of developers and customers, as far as platform holders go. And always seemed able to provide the best balance of innovation, unique software variety (both 1P and 3P), branding, marketing, communication, power, price and showcase/industry-leading software creating total long-lasting value proposition.
However, I can't say that PlayStation of current is necessarily executing on all of these fronts as
effectively as in the past. There are business models they could be introducing to foster more B2P sales but they aren't. There are features they could be adding to better match gaming experiences on other platforms like Steam but they aren't. They have very few genuine 1P or 3P exclusives for their console as most of the 1P slate this gen has been ported to PC or will be by the end of this year, and it seems exclusivity windows for big 3P exclusives is shortening (i.e FF7 Rebirth).
They've had very poor communication with fans in online enthusiasts spaces in a relatable means, and similar with media & press. They don't have mascots like Kevin Butler or events like PS Experience anymore. They've had very few 1P or 3P exclusives really flexing the power of base PS5 ahead of the Pro's launch. They've raised prices on things like PS+ without providing sufficient explanation or manifestation of added value proposition to justify it to most customers.
And, while very high-quality games, stuff like GOW Ragnarok, Spiderman 2, HFW etc. feel a lot like iterations of game design ideas mostly solidified with prior gen installments; i.e in ways outside of production values it's prob fair to say Sony's current-gen AAA releases haven't had big innovations or industry-leading game design influences the way a Baldur's Gate 3, Elden Ring, or Tears of the Kingdom have had. Or for that matter, like The Last of Us had back in the PS3 generation.
So yeah, there are many reasons I heavily enjoy the PlayStation brand, but there are a lot of things they could be doing better at this generation, maybe more than some even recognize.