In Super Mario Bros.

What was wario's first game?

I'm not sure about this, but I think....its "Wario Woods". I could be wrong...

According to this page, it says Super Mario Land 2 was his first appearance. I've never played the game, myself:

I would also say Mario Land 2 was his first appearance. This was in 1992. Wario's Woods was 1994 when I remember correctly.

I would have thought it was warios woods, but I stand corrected must have got my dates mixed up!
Reading that list, I was quite suprised to see that the japanese Mario Brothers 2 was/is the lost levels. I did know the american was doki doki panic (or whatever it is) with mario characters. Learn something new everyday I suppose.