The first one I saw was Final Fantasy 8. I saw this review of FF9 on tv and liked the movies but didn't care to play. I did knew my friend was addicted to the FF series.
The first game I saw on the PS was FF8, when my friend played a little. The first one I played was FF9, at my friends home (the same one)
I was Freya and we where fighting the Boss at the ending of disc4, the first out of 3 bosses.
Then I took FF9 home and played it at my own PS. To make a long story short, FF9 was the first one I played