Dragon Warrior was the first RPG I ever played, and I enjoyed it (once my 7 year old self finally figured out how to play, doing things like selecting 'stairs' from a menu to descend stairs was an alien concept for me at that point). Then, Nintendo Power (my bible back in the day) started previewing the hell out of Final Fantasy. I remember reading the previews and thinking "whoa, looks like Dragon Warrior, but with much better graphics and more characters!". The story looked really captivating and I was impressed with the variety of settings you traveled to - a volcano, underwater shrines, ruined villages, a floating castle in space. The sense of adventure and expansiveness was incredible, and the way NP presented it (almost in a 'storybook' format) got me even more-so hyped. Got it for my birthday after my uncle bought me "Kings Knight" (which I didn't want... but was ironically by the same company!), I remember it being really hard to find but it eventually turned up at Consumers (a mail-order catalog store like Service Merchandise) in Commack, NY. Was really impressed with how loaded with goodies the box was - maps of dungeons, monster charts, a thick hint book.
Played the HELL out of the game that summer and beat it before starting 4th grade (and making a lifelong friend on the playground when meeting someone who was also a fan). Introduced many people to the game by having them grind for me
(some of them still remain gamers/FF fans).
So no, FF1 was my first game in the series. Later, FF4 came out and blew my mind, as did 6. Prior to playing 7, fan translations of 2, 3 and 5 were released so I got to beat all of them as well.