As others have said, the games are not sequential; while there are spinoffs and such, the mainline games are all separate. Do you like old, turn-based JRPGs, are those palatable at all? Or would you prefer something more modern and “action”-orientated? These are the kinds of questions you need to ask yourself. Beyond the older game design conventions, the earliest entries are also much lighter on narrative
This pair of videos by Final Fantasy Union and Austin Eruption will hopefully give you a clear idea of the different options available. I’d recommend just trying whatever stands out to you after the disclaimers provided during those videos.