1. My general recommendation for starting is FFX. The battle system is simple, the rock-paper-scissor mechanic easy to understand (it's orange, hit it with water, it's shelled hit it with Auron, it's fast hit it with Tidus, flying hit it with Wakka, so on), and it's recent enough that it doesn't look like total trash. It's also the game PCSX2 was made for (mainly cos FFX asks specific things from PS2 and its emulators, so if it runs other games will work too) so it runs pretty much perfect on it.
2. The numbers on EU store are the true numbers. It was US that had stuff like IV released as FFII, we didn't get FF until FFVII, by which points the numbering was all sorted out. (Which does mean people voting FFII might be voting FFIV)
3. If you're looking to pick up something in the EU FF PSN sale, I'd suggest IX. It's the better looking of the bunch (the last PSone FF, so had all their skill) and the story is all rather nice and it has a fair few references to the previous games of the series. ATB version is pretty much standard (but can be slow), levelling up is nice n simple (equip items, learn skills off them. Game limits what items you get as game progresses so there's little need/point to grinding). Oh and I like the game so I'm hugely biased.
4. As an aside FFXII is great if you're wanting a bit more modern take. The reaction to FFXII is pretty much what led to FFXIII. People didn't like the SP MMO type gameplay, the real time battles, the wide open areas etc. But I think it's a great one to progress too after "introduction" FF is played. Though it's also a good jump on from FFXIII. Fun to see the differences between X n earlier FFs, what FFXII changed up, and what FFXIII ended up as a compromise/response.