You pick a console/device, and spend a long time understanding how it works at the low-level.

Writing an emulator for a NES, Gameboy, or similar is hard work but not impossible. Most people suggest you write an emulator/interpeter for the fantasy chip8 device as a good starting point - that can be done in a weekend.

Try here as a reasonable starting point:

http://emulator101.com/

Google "chip8 c++ tutorial", or "chip8 opcodes" if you're more interested in learning the details yourself - and if you're not interested in starting from the bottom up I'd imagine you'll struggle with a "real" device..