There is no internal ROM, 'Basic Input/Output System' (BIOS) or any other software that runs before the game, meaning the console does not have an Operating System. The reset vector is located at addresses $FFFE and $FFFF (remember that the internal registers are 8-bit, but memory addresses are 16-bit, requiring two words to initialise the program counter). These addresses point to the game card .
This also means that it is the programmer's responsibility to handle 'housekeeping' (e.g., initialising memory, setting up the MMU, and so on).