Oh wow, I never thought about this before. I usually played them and never finished them a a kid, then for my birthday one year I asked for loads of Final Fantasy games and got FF7, FF9, FF10 and FF12 together, I soon played and finished FF7 and FF9 and I can't for the life of me remember which I did first... it'll be one of those two though. FF7 or FF9.
Ever since I was 4 or 5 years old FF8 was my obsession but I never actually finished it until I was about 17 or 18, I kept starting over all the time then eventually the discs stopped working cause I kept leaving them out.