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Each new Final Fantasy game is a new world, unless it's like FFX and FFX-2. So there is no overarching story.

1-6 had a lot of themes that were very similar with each other. A lot of those were stripped away in 7, thoug some remain, like the naming of stuff... a lot of stuff from 4 on are still in it... but this is mostly just stuff like "There is someone named Shiva and she uses ice". Though Shiva is a motorcycle now... so she may not use ice. Hmm...

Regardless, with the PS1 and on games it's easier to treat each Final Fantasy as a new IP with some similar naming.