I've never played a FF game before, do I need to play from the brginning or would this all make sense if I jumped in on VII?
None of them are related. Each FF (save for stuff like FFX-2 or FFXIII-2/3) are unique universes and stories. As for them making sense...well, that's a subjective term here.
@ravelle: One thing I think that made a huge difference for me (though I have no idea if this is also your experience) is that I watched it on Blu-Ray, not weekly on TV. When you watch it as one long extended thing, within the span of a week or two, it is much easier to fully comprehend the story/characters. I actually had watched the first four episodes when they originally came out, but I had a hard time keeping up with it, especially the ins and outs of the case. It was meant to be binged more than ingested weekly, period. It doesn't hold your hand enough to keep up with all of the plot strands weekly.
I remember playing this back when it first came out, and not liking it AT ALL. I didn't even make it to Mexico. Thought it was boring, frustrating, and committed the same sins that GTA did. Primarily, I'm talking about the completely unlikable characters that Rockstar always produces, outside of Bully and Max Payne. I'm so sick of the Nico/Marston, "I just want to get out of this life, but in order to do so, I need to be a total scum bag to everyone while lamenting my fate". Ugh. Then, GTA5 is just a bunch of unlikable psychopaths or variations on the aforementioned archetype.
Also, the "ride your horse while having a five minute conversation" scenes are the freakin' worst.
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