Their first ever game was played in December 1864, at Park Hollow (aka The Meadows).
http://carousel.royalwebhosting.net/utm/maggies09.html
Their first game 'of any note' was in January 1865:-
There are some similarities in the formation of the Sheffield club, the oldest club in the world, and Notts County, the oldest Football League club ... Sheffield was formed on October 24, 1857, after informal play since 1855, and Notts County on December 7, 1864 after informal play since 1862. The two clubs first met in the 1864-65 season, the first important match on record played by a current member of the Football League. The Nottingham Review of January 6, 1865 reported that the match 'attracted a good number of spectators. The Notts Club has only just been formed while the Sheffield one is of long standing'.
http://www.sheffieldforum.co.uk/archive/index.php/t-498097.html
footballbetting.uk.co/soccer-ohi04.htm no longer exists
Their first FA Cup game was played in Round 1 on 27th October 1877. The 1877-78 FA Cup was the first in which clubs which subsequently joined the Football League entered. There were three future League clubs that entered that season's FA Cup: Darwen, Notts County, and Reading.
Source: "The FA Cup Complete Results" by Tony Brown (results of every game played from 11th November 1871 through to the end of the 1998-99 season).
Their first league game against Everton was played on 15th September 1888 (away). Notts County lost 1-2.
Source: "Rothmans Football Yearbook 2003-04"
Their first match against Nottingham Forest was played on 22nd March 1866.
http://tdifh.blogspot.com.au/2012/03/22-march-1866-first-trentside-derby.html
pagesdefoot.com/64-70.htm no longer exists
(Tony Brown has published a book with the results, and line-ups, of every match they've played since 1864, and would confirm or contradict, as the case may be, the above stats )