I know the reason.
The company that makes it(Square) were running out of money or something, so they made one last game to try and save themselves. They called that game Final Fantasy, because it was going to be their last game. However, it managed to save them, and so many people liked it, that they made more games with the same name. Actually, it's kinda funny, because any two Final Fantasy games aren't really related, with the exception of X and X-2.