My son started I guess around age 4 on the Wii (Mario Kart). Interestingly because in that you used a wheel to turn, when I put him on Forza Horizon 2 a bit later, he couldn't steer as he would tilt the controller

He was a bit too young really, but by the age of 6 started to get a lot more competent.
He was about 5 when we started playing Lego games co-op on PC, Lego batman as he liked Batman by that point, then we moved through pretty much every Lego game over the next 2 years. I think they are good because they have little puzzles to solve yet are generally quite forgiving. The modern ones usually have some form of open world, in those we get quite creative in freeroam, playing hide-and-seek, races etc.
One thing I've really noticed is that now aged nearly 8 he has an affinity for sandbox type types, he's got surprisingly proficient at minecraft and just generally seems to enjoy free form games where you can mess about and try things compared to needing to follow a linear path. So for example even when playing Lego games I'll be itching to tackle a new mission or whatever whereas he will be happy spending 10mins in the character creator and then another 10mins 'testing out our characters' just goofing around in freeroam. This kind of makes sense in terms of enjoying the freedom, I guess because I was introduced to gaming in the 80s I've got a natural tendency to want to 'make progress' through a game rather than simply enjoying the game for what it is (likewise in FH4 I want to do races whereas he is happy just driving around, customising cars etc).
I would really recommend finding games you can play co-op, that way you can talk to him about what's going on, prompt him a bit where needed, share the experience etc.
Mini Ninjas mentioned above he quite enjoyed at age 6(?) but you do need to play it together, as there's a few complicated bits and being quite an old game it doesn't hold your hand as much as some do these days.