I started with Final Fantasy 8 for my computer.
I started out on FFIII (well technically FFVI, but it was the SNES version) when I played a little bit of it at a friend’s house. Then I moved on to FFVIII and FFVII and FFIX… and the rest is history
I started with FFVIII for PC. At the time I thought the series was linear and I didn’t want to start from the beginning just to get the story.
I now remember that I originally rented FF4 back in 92-93. This was before I had even played SoM. I only made it up to Kapio before getting lost in the desert and eventually killed by all the random encounters. I went back again only to get stuck again and since I did not want to die again in the desert I level grinded near the town. After getting tired I had to go to the inn and rest. At this point something different happened while I slept I ended up getting into a fight with some soldiers. That experience taught me probably the most important unspoken rule to playing RPVGs “If all else fails, go to sleep.” Ever since then I never had any trouble trying to find out where to go to next. Unless of course I had to find some obsuce out-of-the-way passage, or go thru a fetch quest that required a precise step-by-step method for completion.
It was the year after I got my PS1, and when Christmas rolled around I had a choice between FFVII, and Tomb Raider II. I choose the first and was hooked forevermore.
When the FF7 was hype was around, I tried FF4, and was hooked for life! now I own and have played them all, and it is still my favorite series. FF6 being my fave.
My dad bought FFMQ and I played that first, but it was playing FF4 at my friends house that really got it going.
FF4 for the snes when first released. Then FF6 naturally, probably the 2nd best in the series, made me a lifer since.
Yet i will say, anything with Squaresoft on it coming out for the snes was a must buy for me and I think more Squaresoft got me hooked rather than just picking up a Final Fantasy 
I was 6 or 7 years old. One of my childhood friends, who even at that young age was a video game pro and had literally taught himself to read with Nintendo Power magazines, got the famous Nintendo Power strategy guide. He got the game from an older cousin, and that’s how I was introduced.