Nope, almost all the Final Fantasies are entirely autonomous (aside from the creators, who are almost all the same for every last one). The exceptions to this autonomy are: X-2, a true sequel; Tactics, which was just irritating about that; and Dirge of Cerebus, which will also be a direct sequel. Not to mention KH... which... I'm not even remotely sure what THAT was, and I beat the damned thing.