Now, when I say Final Fantasy, I'm not talking about the series in its entirety. I'm talking about the original game. Oh, and to anyone who has not beaten I, IX, or XII, this thread may contain spoilers

I'm going to start off by saying that it the most difficult Final Fantasy I have played. I played the normal mode on the Final Fantasy Origins (the one that includes both I and II) version. The graphics suck hard, but then again it was orighinally made for the NES. The storyline is actually not too bad. It's sort of hard to believe that the moderns battle system is derived from this game. The MP is done in a Dungeons and Dragons "certain number of spells per day" system, which makes it easy to run out of cure spells if you're not careful. For an old game, it does have its strong points, and it is, in my opinion, a pretty good game once you get passed the graphics part.

Connections to Other Games: There are so many things that most people wouldn't even know come from this game. For example, in FFIX there are four elemental shrines with four fiends sealing the entrance to Terra where Garland reigns. You fight each of the four fiends (Marilith, Kraken, Tiamat, and Lich) twice, but you do not get to witness the first fights with any but Lich. In FF, you go to each elemental shrine in order to defeat the fiends of the same names to activate the warp in the Temple of Chaos, where you just happen to fight each of the fiends again. In FF, Garland is the first boss, whose body is used by the fiends to create the last boss, Chaos. Chaos looks like this
If you look at it and think about it, the upper body (different colors in different places but still) of this chaos looks a lot like the Esper from XII by the same name represented by the Taurus zodiac sign. When you fight Chaos in XII, he isn't alone, right? Right! He has the four Chaosjet Elementals (one of each: Fire, Water, Air, and Earth) positioned around him like the elemental shrines are positioned around the Temple of Chaos in FFI. When beaten in XII, you see his title: Chaos, Walker of the Wheel. In FFI, the four fiends created him in Garland's body, and sent him back in time, where he summoned the four fiends and sent them into the future causing temporal loop. Which is most likely why Chaos's title in XII is Walker of the Wheel.

These are major connections in the games I have played. There may be others, but I haven't played any of the Final Fantasies between and including III and VI.