My first Final Fantasy game was actually Final Fantasy Tactics for Playstation. I remember my brother and I rented it for laughs and funsies and didn't have high expectations at all.

We were being stupid. That game is GOOD. VERY GOOD. To the point where we decided to buy it later, even with our limited allowances. After that I played 7, which was epic. Didn't think too highly of 8 and I didn't get around to finishing 9 mainly because I had already watched my brother beat it and decided eh, that was good enough for me.