The first one I ever completed was FF4 (FF2 on SNES in NA), then FF6 (FF3 NA), FF1, then pretty much played the series progressively from there.

I played FF11 because it was an FF game, not because it was an MMO. I play FF14 for the same reason. The interaction with people is nice, but the story and how the game plays and feels like a FF title comes first and foremost for me.