each main entry introduces a new world, setting, characters, plot, etc. so you don't have to worry there. there are sequels, but it's made known in the title, such as FFX-2.

i would say do some light research and pick the one that appeals to you. there are pretty varied opinions on FF as a whole and there isn't really a consensus on how best to approach it. if you want my personal opinion, my favorites are 6, 9, and 10.