Kingdom Hearts. Start with that one.
But if you want an actual FF (sort of suggested KH jokingly, but it wouldn't be bad to play), I do like FF IV a lot. I enjoyed the DS remake a lot, still haven't gone through the final dungeon to beat the final boss, though. Be prepared for jumps in difficulty near the end if you don't grind much. It's not too horrible, though.
Honestly, though, as long as you choose a good one, you won't be disappointed. Avoid XIII.