Shops around the UK say Sony's PlayStation Portable has been snapped up by gamers, with many saying they have sold out of their stock.
Shops have reported very high demand for the PSP
Its European launch was delayed to ensure supplies for its US debut.
Many shops said they had already sold out of their pre-order allocations, as fans queued through the night for them.
Sony said the demand had been huge. "We think it will be the biggest UK launch in the history of our business across all manufacturers," a spokesman said.
Sony expects a million of the gadgets to be sold before Christmas.
The PSP is a handheld games console that plays films and music, and browses the web wirelessly,
The gadget went on sale in Europe nine months after hit Japanese stores and six months after the US.
Many major electronics and games shops across the UK opened up at midnight for those who had queued during the day.
A spokesman for retailer Game told the BBC News website that the response to its release had been "amazing".
"The PlayStation brand does really get people out of bed. There is still stock in the stores but all of that is reserved," he said.
Game had opened 250 stores at midnight across the country. He said there were still queues of people at 8am when the remainder of its outlets opened.
He added that the next delivery of PSPs would be within a couple of weeks. Some of those had already been reserved.
WH Smith said it had sold out of all its pre-ordered PSPs and expected to sell out of its remaining 100 by the end of the day.
Tesco said it expected to sell out by the end of the weekend.
"We were expecting huge interest from PlayStation fans but the level of excitement around the launch day for PSP has been amazing," said a Tesco spokesman.
It was a similar story at electronics giant Dixons.
"It has been a nice surprise for people to see the PSP on the shelves," commented a Dixons spokeswoman.
"We have still got free stock available but people need to get in quick."
More than games
The PSP hopes to entice a range of people to its wares, but is competing with games giant Nintendo which dominates the handheld console market.
In November, Nintendo releases a new, smaller version of its popular GameBoy device, called the Micro.
But Sony wants to appeal to more than just gamers and sees the PSP as an entertainment device, not just a games machine.
Sony is hoping to appeal to a diversity of people
There are more than 30 films already on sale for the device at its European launch, and more titles are on the way. Sony has developed its own discs on which films will be sold, called UMD.
There are also 30 games titles available for its launch, including the critically acclaimed Wipeout Pure and Ridge Racer.
The release of a PSP version of the best-selling Grand Theft Auto, expected in October, could also boost sales.
No to imports
Earlier in the year, some gamers who became frustrated waiting for the delayed European launch of the PSP resorted to buying devices imported from the US or Japan.
Sony cracked down on the market and sued several importers, saying that they infringed Sony's trademark and that it could not guarantee service.
The PSP went on sale in the UK for £179 (249 euros). In the US, it sells for $249 (£138) plus tax.
Five million PSPs have been shipped by Sony since its launch in Japan. Sony says it expects to ship 13m by March 2006.