Glad to see you're enjoying what I consider the greatest game ever made (And the soundtrack too, fucking hell it doesn't half hit me at times!), and the fact that you picked it as your first Final Fantasy game is definitely interesting... I'd like to say it's ruined the series for you, since you won't find a game better, but that's just because I'm super biased lol. If you don't mind going back in time to earlier games, I'd suggest IX and IV. Or if you'd like to come forward in time, I'm going to be one of very few people to actually recommend trying XIII, I know people hate on it for so many different reasons, but I don't know, I just really like it too, I'd even go as far as to put it in my top five of the series lol, it also has some of the best music you'll hear in the franchise too, with some hard hitters for sure! (Or at least listen to the music, this for example! much like "A Fleeting Dream", it continues to play while battling too, making the whole thing hit hard)
In all seriousness though, I've found you can't REALLY go wrong when picking a Final Fantasy game, each one offers something for different people, what one person loves, another hates etc. and they've all got that "thing" that means pretty much any game from the series could be considered someone's favourite... even II, V and VIII, lol.