The name is a bit silly but I love the story behind it.
For the uninformed: When Square was developing FF, the story goes that the company was facing bankruptcy and that this would be their last game. It ended up being a hit and the rest of history.
Supposedly and alternatively, it may have been so named as the designer's (Hironobu Sakaguchi) last shot in the game industry and he had resolved to stop if it didn't work.
As interesting as it is, thats actually a common misconception. It wasn't due to facing bankruptcy and years later Sakaguchi gave a different account from his supposed last effort at making a game.
This Famitsu article details it as such because they hoped it would be abbreviated as FF because it sounded good in Japanese. Their initial name was Fighting Fantasy but that had potential trademark issues, so they settled on Final Fantasy. Apparently they also didn't care so much about what it was and any words that abbreviated to FF would work.
I like the more recent story as it gives some certainty to the series from the beginning, but I suspect it was a mixture of both Sakaguchis possible last hurrah and wanting a "cool" name.
Final Fantasy is like Black Mirror, there are common themes, plot points, and names that persist throughout the series. However no two numbered titles share the same worldbuilding, lore, and characters.
It's like what happened with Quake I-IV but on steroids. Very different games held together by a promise of what emotions you'd expect.
Story wise, all different with a certain set of tropes being ever present (crystal will be a nonsense word in your head by the end). Gameplay wise, they can be samey with significant variations on progression (8 being the most out there IMHO). After 13, it does start getting much more variable with the formula.