It honestly depends (imo) what you expect a Final Fantasy game to be, maybe you could elaborate?
If you want an Old school rpg? Go for the pixel remasters on pc, or emulate. 1 and 2 are fairly open and unguided for example, but do establish some tropes and recurring themes.
Once you hit 3D era games the gameplay also changes with it. Some are more action based, others are more traditional.
The story however will always be a big part, with interesting takes on how to save a world. Some people find it convoluted however.