<color=purple>Wow. Really, start anywhere. Well with any core game. I wouldn't go out and get chocobo tales as my first FF game....no wait that sounds cool, i would definitely do that.
Seriously though, you can play 1-6 for free(get a gba emulator & Roms). Great games, i am partial to I and III. But if you want to play the real FF III title, you gotta play the DS version or find the Japanese version, because the III that came out for nintendo in America wasnt the actual third title. So a DS emulator could get you that great title, or buy the game like me.
Worth it.
If youre looking fo a good console title, I have always heard bickering about VII-IX. I think it is just personal preference. I think FF X and X-2 have a bigger range of interest and are absolutely great games imo. If you like MMO's then play XI. If you want a newer/nicer game, with faster paced combat, but the same jrpg feel, XII and XIII did a great job implementing Final Fantasy features and being innovative.
Hope this helps. :3