You need the original Socrates firmware. This is the hardest piece to find legally. The console won't boot without it.
If you grew up in the late 1980s or early 1990s, your first "console" probably wasn't a Sega Genesis or a Super Nintendo. It was beige, it came with a weird rubber membrane keyboard, and it featured a pair of disembodied floating eyes on the screen.
Unlike NES or Game Boy ROMs, which are a Google search away, Socrates ROMs live in the shadowy corners of abandonware forums and specialized retro-educational sites.
But we preserve ROMs not just for good games, but for important games. The Socrates represents a specific moment in time when parents were terrified that Nintendo was rotting their kids' brains. It was the "healthy alternative."