No ninja can hurt me.
In the early 1999, a local gaming centered TV channel here kept repeatedly showing trailers of Final Fantasy VIII. I got massively hyped for it, but being 9 years old, I didn't exactly swim in cash. By the time of release it was still long ways from Christmas, so all I could do was wait.
Then I heard that a classmate of mine had an earlier game in the series, Final Fantasy VII. I asked to borrow it. Initially I was pretty disappointed, as it looked nothing like the FFVIII I had been anticipating, but I fell in love by the end of Midgar. It wasn't until the next summer when I saw FFVIII in a store when I begged for my mother to get it for me.
I didn't understand most of FFVII on my first few playthroughs, not being a native English speaker and all, but by FFVIII I was slightly more proficient. That, in addition to some other stuff I had going for me at the time, made FFVIII the game that has affected me personally the most. As a sidenote, I had to learn the hard way that being a cold, dismissive twat will not net you any popularity points in real life. Unless I just did it wrong.
At this point I was getting into this whole "internet" thing, and found Final Fantasies I-III via emulation. I missed the 8-bit era, and my 16-bit was a Genesis, so I never got the chance to play them. I finished them all, and was ready to move on to IV-VI, but alas! I couldn't get the SNES emulator to run on our slab of ass computer. I was pretty flippin' excited when I found out they were being ported to PS1. Got them, played them, loved them.
In 2001, still a kid barely able to afford a bottle of soda once a week, I borrowed FFIX from another classmate. The same classmate later lent me her copy of FFX (along with her PS2!). I got an Xbox for Christmas 2002, but I eventually sold it in favor of my own PS2 to play FFX (as well as FFX-2) again. Chocobo Racing and Ehrgeiz fit somewhere in there too, and they were awesome.
I was in the same class all through elementary school, so it was a pretty big deal for me when it ended. All the friends I had went their separate ways, and I just couldn't bond with these new people I was supposed to associate with. That's what happened between me and Final Fantasy XII too. It was alright, sort of fun at times, but all the effort in the world wasn't enough for me to get into it. The rift just spread from there. So that's me and Final Fantasy! We might not be close anymore, but we sure had some good times.
TLDR: Final Fantasy VIII