There’s no story throughline at all through any of the FF games, they’re all completely separate and you can literally play them in any order with no regard for anything. They only share vague concepts, relatively generic fantasy/sci-fi tropes, and a loosely followed compendium of creature types, spells, and races.
FF1 - Depending on your comfort level with 40 year old games I may recommend you check out the very first Final Fantasy on NES. It has a very slight story, you’re into the meat of the gameplay loop almost immediately and it introduces the most basic mechanics of the franchise. Playing the first game will also potentially give you some reference points for many concepts the games still follow today.
FF4 - An absolute classic SNES game. Unlike the original you’ll immediately notice this one has actual named characters with story arcs. Most all of the modern FF tropes are now in the game (active time battles, chocobos, summons, dragoons, etc)
FF6 - Arguably the best in the series. One of the best stories at least. This is the first one where they started introducing themes of technology. You’ll see Moogles. There’s miniganes. Gameplay still feels fresh to this day.
FF7 - They went deep into technomagic science stuff with this one. Being the first one on Playstation it’s 3D and filled to the brim with cutscenes. I doubt you heard of this game, it’s pretty unpopular /s
FF9 - I like this one because they went back to a high fantasy theme and it really perfected the PS1 style they had been going for since 7. Loveable characters too.
FF12 - Not counting the MMO, this is when they started experimenting with moving away from their classic turn-based combat system. The class and skill system, specifically in the Zodiac version, is very open ended. The story and tone is also much more political.
FF16 - From 12 I would jump straight to this one (unless you’re into MMORPGs with 14). 13 and 15 have their merits but don’t stand the test of time IMO. FF16 switches the FF formula up more than any other mainline game. It’s arguably not even an RPG but a Character Action game like DMC or Bayonetta. The story, though obviously heavily influenced by GoT, is squarely wrapped in Final Fantasy tropes from the last ~40 years.