To get say... 80% of the fun out of them.
I've been playing from the start on their original platforms.
In my opinion the first 3 didn't need one at all - I followed one each time because I expected to for these old "in at the deep end" games, but you're guided around quite easily by NPCs and the basic limitation of "this is the only place I can actually go". With certain ones like FF2+Paul, you just learned who to return to when you weren't sure where to go next.
FF3 started to need one as it introduced proper side quests and there were a few moments of "okay I have a HUGE world here what now?", but there were only a few and you could easily figure them out yourself with enough exploring.
I've just started FF4.
The problem is walkthroughs can be very time consuming and wordy (read.. read... read... play..) and full of spoilers. I was so annoyed with an FF3 walkthrough as it was like "ok do this, collect this, do that, and now there will be a scene where soandso dies" and you're thinking "well thanks for that". I really don't see the point in telling us everything that's going to happen like some kind of narration - just tell us where the hidden chests are and stuff??
I already know they stop needing them at X (unless you're looking to do insane sidequests that drive you nuts and take several months of grinding.) - with the exception of X-2 where it's REALLY important for a thing... but also a massive spoiler if you don't know what that thing is...
My first was VII which in my opinion required one as otherwise you missed out on really fun things like it'd be almost impossible to figure out chocobo breeding, the Weapons, master materia etc.
Wasn't that important with VIII - final dungeon and boss were tricky without, though
IX was a matter of pure replayability with it, no issues playing without it.
The bit in the middle is VI. I seem to recall a walkthrough was important to make some crucial decisions that actually affected the storyline.
So maybe my question is more whether IV and V need them or if I can just plough on through them unassisted.
I like to play a positive game so... it's important if I need it to know how to save the world or a good character.