As someone who tried them in order, I would say NO. The only real benefit you'd be getting is seeing how they evolve gameplaywise, but that could honestly be summed up in some article or video essay.

The games do not follow a single story. Each game takes place on a different world with different characters but use similar assets, like chocobos and moogles. Even characters named the same like Cid change drastically through each game. The main reason they still keep them numbered is to get you excited. They can always do Chocobo Kart or Theatrhythm or whatever spinoff, but when a mainline numbered Final Fantasy comes out, it's an event, like a step in FF's evolution. That roman numeral is like a stamp in history. It's very exciting.

I'd say the best one to start with is the one that interests YOU the most. Do some minor research beforehand and pick which one you'd like to play best. Even if you want to just play the new one, go for it! There's no tied story to the old games, so there's nothing you're really missing out on if you play XVI.