Confused Beyond Reasonable Endurance

Do NOT avoid Tactics Advance, it's great. It's a spinoff, though, so it's not really like the main Final Fantasy series.

What kind of games are you used to playing and how important are graphics to you?

The fact that you've never even heard of Final Fantasy makes me think that you're one of the newer generation of gamers who would find FFVI and below too old school for you. But if you can get past that, I'd say start with VI and then work you way up.

If graphics is important to you. Maybe starting with VII would be better. If it's SUPER important to you, then start with X, but I seriously think if I had played X first, I would never have bothered to play the rest of the games. I'm not a fan of X. :p

Graphics aren't that important to me but I found VII hideous. If graphics are slightly important to you, I'd say start with IX. VIII is pretty, and a good game, but the gameplay is pretty different from the others while IX is more traditional.