Final Fantasy games have some similar themes/monsters/abilities/sometimes gameplay mechanics, however, except for some outliers, they all take place in separate worlds and have separate stories and worldbuilding.
They’re all decently long games so if you’re looking to play a few:
FF16 is the most recent and has good reviews. It plays more like an action game.
FF4 is my favorite. It was on the Super Nintendo but has a 3D remake on Steam. It plays like an old school JRPG.
FF6 is one of the most popular. It was on Super Nintendo. I believe it has a remaster on Steam. It plays like an old school JRPG but has one of the most lauded stories in games.
FF10 is another favorite of mine. It was on PS2. It has a remaster on steam. It plays like a newer school JRPG.
Try checking them out on Steam and seeing which one catches your eye