Final Fantasy 7 was my first FF, followed by 8, then 9, then 10. Then I played FF1, FF2 (original), FF Tactics, FF4, FF Tactics Advance, FF Mystic Quest, FF Tactics Advance R2, FFX-2, FF7 Dirge of Cerberus, Crisis Core FF7, and Dissidia. I've played some of FF14 with my gf, and I appreciate how the series has progressed, but I'm not overly fond of the changes throughout the years. They lost me with FF11 and online play back in the day, then lost me again when FF12 ended up being that suggestion nonsense. Plus, those tiny little kid things from the Gamecube versions creep me out. It's like Jared Fogle made those bastards, especially considering that some NPCs in FF14 act like prostitutes and say lewd things. Why the hell do I want a 3-foot-tall chipmunk-faced baby creature telling me I'm hot?
I haven't played FF6, and I was a teenager when I played most of the FF series, but I'd rank them in this order from amount I enjoyed them when I played them:
1. FF8 - had to replay it to appreciate it, but it really does have a good story and element of strategy in the combat system; I also personally like that style of character and level design (I really like Parasite Eve, as spoo mentioned)
2. FF4 - would be my top pick, but the whole moon thing kinda ruined it for me; great story and great characters, though
3. FF10 - great jump to voiced acting, better graphics, much longer game back in the day; not as great today as it was back then, but the combat and gameplay are still awesome
4. FF7 - enjoyed the story, but again didn't enjoy the whole mind trip thing
5. FF Tactics - one of the most adult and impactful stories in the series, I really enjoyed it despite its flaws (and the characters were great)
6. FF Mystic Quest - often-overlooked gem that doesn't quite play like the other FF games; story is okay, but the levels and combat are good
7. FF1 - okay, so I played the Dawn of Souls version, which was most like much better than the original and had an okay story
8. FFX-2 - ehhh...it's decent if you can get past the omg girl power half-caff mocachino let's get mani-pedis at a spa while we talk about cute boys vibe
9. FF9 - if we're talking about whiny, then look no further than these goddamn characters in this goddamn game that I only put on the list at all because some of the features were pretty good and if I don't say something nice about it you'll all report me for shit-talking your beloved crap game
10. Crisis Core FF7 - everything aside from the actual story was pretty good; Square Enix definitely had a streak of shit plots and terrible voice acting, and this game could have been good if not for all the retarded dialogue and off-the-wall story
Also, my first ever RPG was Super Mario RPG in 1996. One of the best Square Enix games ever produced.