I like Anno 2070, a game which takes place in a world where the sea levels have risen to a barely-sustainable level. But it’s okay, because you can repopulate with the power of solarpunk machinery!
I would love to experience X-COM UFO Defense, but the only X-COMs I’ve played to any extent are the two “modern” Firaxis games. Going back to the originals is a real effort, especially without having the manual to hand.
If you want to get technical, the first was arguably 3D Monster Maze, released in 1981. There was also Battlezone, again 1981 - though it’s debatable whether it counts as an FPS.
A more accurate answer would be id’s own Catacomb 3D, from 1991.
Wolf 3D definitely wasn’t the first by any stretch