This file describes how controller wires map to arduino pins
Format is: <Arduino pin> - <controller wire>

GND - gnd
5V - vdd (+5V)
2 - down
3 - up
4 - right
5 - left
6 - A (B in SELECT +5V)
7 - Start (C in SELECT +5V)
8 - select (NOT to be confused with the select/mode button)

The female connector for sega genesis should roughly map out like this

 ___________________
\                   /
 \  5  4  3  2  1  /
  \   9  8  7  6  /
   \_____________/

1 - Up
2 - Down
3 - Left
4 - Right
5 - vdd (+5V)
6 - A (B in SELECT +5V)
7 - select
8 - GND
9 - Start (C in Select +5V)

P.S: The select pin on the controller doesn't manage the select button - it manages the set of buttons to be read by the controller. Be sure to check that it's actually connected to the arduino board.

A similar project with more details on how the controller works:
https://www.raspberryfield.life/2019/03/25/sega-mega-drive-genesis-6-button-xyz-controller/