IX was the first Final Fantasy I played, though at that time I wasn't sure how I felt about it since I didn't put enough time into it to make a proper judge, to explain it a little better I though it was a nice "adventure" game. For that reason alone I consider Final Fantasy VIII as my first Final Fantasy experience, after all, it was the first one I actually played and the first one I've beaten.

Final Fantasy VIII is not my favorite, IX is, though it's a close call along with Final Fantasy VI. As to why it's my favorite, well, it has the best story, characters and music I've seen so far (elements I appreciate the most in games), though not the battle system.