If I must pick one......

[Alucard V]

The games, barring 3, become less frustrating and more fun as the series goes on, along with being better at telling its story. If you have a ton of patience, and alot of motivation to get through all the games, then I suggest starting with 1, then 2, then 4 (3 is entirely skippable in terms of story).
If you aren't confident in your motivation, then I suggest just the opposite. Start with 4, then go backwards (again skipping 3). Either way, definitely wait until you play 2 to play 3.
Your comment about the oldest FF you've played being 6 kinda worries me. Let me put it to you this way. Imagine yourself now, just playing FF10 for the first time. Then you play FF6 right afterwards. That's about the same jump between playing PS4 and PS1, since PS4 was made around the time FF6 was, and PS1 was made about the same time FF1 was.

By the looks of it, you're going to play 1 first, then go up the list. If you ever get burnt out from playing 1, just skip to 4 to see the end goal. 4 is where everything just clicks. The others are pretty good, but 4 is just great.

It is a bit date but because of what little I played I know understand where the Cake Shop came from.

I started playing first game where I left off last time I played on the 360. According to the PSCave walkthrough I am either on part 6 or part 7 xD

In the past I have made it to part 17 on a emulator, but I deleted my save by accident and have therefore never played through the entire first game. However the parts I played I found really enjoyable ^_^

I made to the last floor of NAULA CAVE before running into a group of Were Bats 5 of them 50HP a peace. It didn't end well.....

[Norco]

I have a quite boring but imo effective strategy. I grind fishmen near the first town, which gives decent amount of meseta and exp. With the help of that I buy decent armor before moving on, very time consuming but helps since it is close to free healing for the party.