Every FF game is extremely linear, with FFXV and the MMOs being the only exception. The games open up in the very late stages of the game but it's mostly just an illusion of openness.
I'm not a particular fan of FFX, then again I also don't like FFVII and FFVI very much. But if you want to play any FF game then play FFIX. It's the most solid and polished of all FF games.
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