Technically the first one I played was VIII when I was 4ish? But my 4 year old brain couldn't handle it and I couldn't get past the fire cavern.... okay I couldn't get to the fire cavern.

When I was 8 I got a PS2 and FF VII, VIII, IX, X and X-2 for my birthday because I had gone through a rough year the year before, so that was a nice present. The first one out of those I played was IX and I fell in love with it. It is still to this day my favorite game, and I consider it to be my official first because I could actually play it.