the first one i have ever played that got me hooked to the story was FFX omg...drama, suspense, kick a** heroes, romance, tragic moments, death, deception!! it had me so hooked i actually cried at the end! then i got the sequel and i was lik te fook is with this!?!?
My first ever Final Fantasy experience was seeing my brothers play final fantasy VII. I got ultimately hooked and had a huge crush on Cloud (sue me...I was a kid) since then I've pretty much played every game (including 3 :p). Final Fantasy 10 is forever my favourite though.
I'm probably going to get flamed for this, but... my first Final Fantasy game was Final Fantasy XIII. I've only completed that and Dissidia.
I never thought Final Fantasy would be so much fun, though, when I've heard about it in the past. Playing XIII made me go to the older games, and I decided why not start with the first? I've been playing an array of Final Fantasy games since.
First I played Kingdom Hearts, then I learned that most of the NPC characters in that game that wasn't Disney were from Final Fantasy. Went to find the newest one at that time, got FFX. The after that I got hooked to the series and kept playing the old ones to the new ones. Still loving them! :3