FF sale at Humble.
I've never played a FF game. Can I start with #3?
Keep in mind that some (including myself) think that 6 and earlier games look, sound, and play better on emulators. Steam versions are ports of mobile versions, and are not exactly "remastered" to my taste.
On a side note, I'm a big fan of 8, 7, 6, and X/X-2, in that order. Also keep in mind that, as with any JRPG, the (awesome) story is choke full of anime tropes.