Probably the Nintendo 64 was the first home console to use floating point math for its inner calculations, thanks to the graphics chipset provided by SGI. Other game consoles from its time, such as the Sony PlayStation, the SEGA Saturn, the Atari Jaguar or the Panasonic 3DO made use of integer fixed-point math exclusively. From this point on, basically all home game consoles made use of floating point, being the next one after the Nintendo 64 the SEGA Dreamcast and the PS2, both of which already included vectorization facilities for floating point math similar to 8x86's SSE, and to portable consoles with the Sony PSP.
In the realm of arcade machines however, maybe there were boards with floating point even earlier, given the graphics chipsets provided by Evans & Suntherland and others for arcade graphics in the early 90's, but I do not know about this point.