Don't Play:
FF7: Don't play FF7 yet. It's a good game, but there's a remaster coming out in March that will be a WAY better experience than trying to play the original version, which was built around immature mid-90's 3D technology so it's one of the worst-looking games in the series, and it got rushed towards the end of its development cycle so there are a lot of bugs and an inconsistent translation and some game balance issues. I expect the remaster to solve all of the problems the original had.
FF1 and FF2: These were good games for their time but they haven't aged well at all. Their remakes provide some quality-of-life improvements, but FF1 doesn't have any compelling reason to play it other than its historical interest and FF2's game mechanics can be a tedious slog even in the remake, which is a shame because it has a good story.
FF3 and FF5: The FF3 remake (don't play the NES version) and FF5 (either the SNES original or the GBA port) are both great games but I don't really recommend them as your first entry into the series. The game mechanics have some balance issues and the job system can be tedious, especially if you aren't already familiar with the series.
FF11 and FF14: FF11 and FF14 are MMORPGs. They require a monthly subscription fee. They should have been called Final Fantasy Online and Final Fantasy Online II and left the numbered entries to the self-contained single-player games. They're fine games in their own right but they're not the same.
FF8 and FF12: I haven't played these myself, but both of these games are known for having game mechanics that can be weird, unbalanced, and beginner-unfriendly. I know a lot of people like them but I can't recommend them as an introduction to the series.
Do Play:
FF4: The FF4 remaster is a good choice. It's not very hard, and it's not too short but not too long. It's pretty well balanced, and it has a great story with memorable characters and iconic music. I kinda like the original translation better than the remaster, but the remaster is otherwise super polished and it looks really good. (If you want to play the original SNES version it was called Final Fantasy II here.) It's available on Nintendo DS, Android, iOS, and Steam.
FF6: FF6 (originally released in the US as Final Fantasy III) is a masterpiece. Some of the best music in the series. The SNES era of video games was a sweet spot of timelessness because developers and artists had mastered the medium and hadn't yet entered the awkward baby phases of 3D graphics, and FF6 is one of the best games for the platform. It has an incredibly well-written story with deep, complex characters, full of both drama and humor. The soundtrack is INCREDIBLE. The only problem with FF6 is that it never got a remake and it's never officially gotten true justice given to its translation. (The SNES translation was way better at characterization, but the GBA translation fixes a lot of mistakes caused by the SNES translation getting rushed at the cost of losing some of the beautifully colorful dialogue from the original.) There are several fan attempts to retranslate the game and I can recommend a couple of them if you're interested. It's available on Steam and GBA if you don't want to emulate it for SNES.
FF15: I haven't played FF15 myself, but everything I've seen about it says the game is a fantastic return to form after 14 was an MMORPG, 13 was stretched too far, 12 was overcomplicated, and 11 was also an MMORPG. It looks like it found the sweet spot again. PS4, Xbox One, and Windows.
FF9: Lots of people will say that FF9 wasn't a very good game. I disagree, in that there's nothing particularly wrong with it. It just doesn't have the awesome quality of some of the other games in the series. But what FF9 does have going for it is its simplicity -- it's very accessible, easy to pick up and play if you've never played a Final Fantasy game before. It's enjoyable in its own right and it's only ranked kinda low on the list because the rest of the series is so good. It was only ever released for PS1.
No Opinion:
I can't really weigh in on 10 or X-2. I haven't played them. They're apparently pretty good. They look pretty, they have good music, and I've never heard a complaint about their game mechanics. I just never got around to it.
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