Final Fantasy Tactics, if that's what you are talking about, is the only one in the series. If you're counting Final Fantasy Tactics Advance and A2, it has nothing to do with either of them, so story isn't an issue.
Tactics takes place in the same world as FFTA and A2, and is a very, very, very distant sequel to FFXII.
However, Tactics aka War of the Lions is the first game that was made in the Tactics offshoot series back in 1997. It SHOULD be the first one you play.
From what i've seen, which you play first isin't a huge deal. I played FFT first (owned, actually) then played a bit of War of the Lions. They are identical, in story except WOTL has some extra characters, which means, some side story. Really, it doesen't matter.
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