First RPG? Sure—if we're talking traditional turn based RPG, I believe that has to go to either FFVII or Bravely Default. I was playing both at the same time, but started Bravely Default earlier, finishing FFVII first.
Been playing FFIX for the first time recently. Been wondering if it's worth all the prep work to get to Ozma, as if I hadn't already made up my mind that I want to get to Ozma and destroy em.