From a wiki:
Final Fantasy is a science fiction and fantasy media franchise created by Hironobu Sakaguchi, and developed and owned by Square Enix. The franchise centers on a series of fantasy and science fantasy role-playing video games
After switching over to the Famicom, there was a time when I wasn't happy with anything I was creating. I thought of retiring from the game industry and I created Final Fantasy as my final project. That's why the title includes the word 'final' but for me, the title 'Final Fantasy' reflects my emotional state at the time and the feeling that time had stopped. They say that technologically, it's good to keep going, and each time, we give it our all and expend our skills and energy until we can go no further; this is what I consider to be the 'final fantasy'.
—Hironobu Sakaguchi
http://finalfantasy.wikia.com/wiki/Final_Fantasy_seriesFrom a player's perspective:
Final Fantasy is a paradise blessed to get into.
It's always been immerse for me; constant engagement from start to finish, never short, never dull.
I've only played Chrono Trigger/FFIV/FFIV The After Years/IX and XII, but what I've known so far it's always been amazing.
FFIX was my first love and when I realized what I wanted to do in the future.
And he's right, each Final Fantasy always has it's unique story line and characters, and intertwines some things, like character from previous FF, some enemies etc.
One thing I've noticed from FF too is, it's usually one of those (
almost) fairy tale like ending where the story ends with a "happily ever after". Then again having only played 5 out of the series I could be wrong.