The Dreamcast had second screen gaming and that was released three years before the GameCube. There may well have been other devices doing it before then as well. But Nintendo weren't the first.
The Dreamcast was so very far ahead of its time. I have not seen a console as innovative since, both hardware and software wise.
And here we are, in a console wasteland far in the future. The Switch is the only home system I am mildly excited about. For innovative games, I will stick with PC.
BTW, Sony actually had their own clone of the VMU dubbed the "Pocketstation" that they were planning, but ultimately scrapped the peripheral.