1) First game was Final Fantasy (NES).
2) Favorite is Final Fantasy 7 (PS1) with Tactics (PS1) being a close second.
3) I've played 1-13, and Tactics. I also played a ton of other great sequels and spinoffs like Crisis Core, Dissidia, Theatrhythm, etc.... But Tactics is good enough to be counted as a main series game.
I also want to say that I really love Final Fantasy 1. It was one of my top 3 NES games back when it was a current system, but the Final Fantasy series has improved a ton since then. Also when I make my "top 50 games of all time" list, I have 7 different Final Fantasy games in there. The original NES doesn't make it, even though I really love that game. But 7 other entries do, because Final Fantasy is just that awesome, or at least it was during generation 6 and earlier.