its all similarities and references and coincidences. FFs are sometimes based slightly on previous FFs but they are never the same world. there are usually things that prove that an FF isnt in the same world like things that dont make sense. even the similarities between FF3 and FF8 dont have me convinced that they are the same planet at different times (actually. this seems the most likely but i bet there something in FF3 that proves this theory wrong.)

the only way i can think of FFs being all on the same planet is the sci-fi style alternate realities and universes and dimensions E.C.T. but using things like that you could prove anything so my comclusion is that FF worlds are similar but never in the same world and timeline.