What happened in my case was I bought a NES at a garage sale for 10 bucks. My folks took me to a pawnshop to get cartridges, since it was nearby. I picked Tetris and then picked up Final Fantasy since the title looked intriguing.

Tried playing that game with no walkthroughs or even the instruction manual the first time. I'd managed to get down to fight Lich, won, and then walked all the way back out of the dungeon cause I didn't know that the teleport pad was there! But I ordered the instuction manual from Nintendo after that, then found that guidebook.

Hadn't played anything past the SNES games yet, but I've tried 1-6 (though 1 is the only one I'd managed to complete; was close in 3j, but the disc I had the game on went bad).