Final Fantasy I - III are NES games
Final Fantasy IV is an SNES game

I was sent to America and released as Final Fantasy I for NES
IV was sent to American and released as Final Fantasy II for the SNES

I and II were released as Final Fantasy Origins for the PS1, and will soon be released for the GBA
IV was released as part of Final Fantasy Chronicles for the PS1

III has never seen life outside of Japan, but can be found fan-translated online.

This ends my pointless advice. Onto the better stuff"

edit: IV is an amazing game, play it. I and II are fun. Play them. They're very easy to find on their PS1 re-releases.