I have found a Nintendo DS, and I am not planning on returning it.
You should not have taken it. Is this the first time you've done it?
No, I have found many more and kept them
You are essentially a thief, no matter how you paint your lost and found narrative. That is rightful property of someone else and you are stealing such expensive things. You need to do the right thing and make them happy and bring it to a lost and found.
Harsh, I don't care, I just wanted to play it but I lost it.
I think it's already bad that you have stolen it and it is just worse that you have already lost it. If you find something valuable next time, try to give it to lost and found or communicate with the owners on how they can take it back. If you lost something that's valuable to you, won't you be more relieved if someone returns it instead of not returning it?