There's one in every FF from IV-VII and then I believe they added some into the port/remakes of FFI and II.

In FFIV's it's in the city of Baron in the basement of the Devil's Road building.

In FFV, it can be found in Tule and in fact there is an NPC who will take you to it if you speak to him.

In FFVI, it can be found in Narshe, in the building on the outskirts of the front of the city.

In VII it is in the Sector 7 slums and and an updated one can be found in Junon.

IX has the Mogster who interrupts the game to explain new gameplay details as they appear. He's not a true Beginner's Hall but he can still be found in Qu Marshes around the Mist Continent where he can repeat lessons he's given.