What exactly do they all have in common? Because each game has different characters/settings/enemies/plots. So, I don't get why they call it you know... Final Fantasy, Final Fantasy II, Final Fantasy III...etc.

Just a handful of general elements, really.  The same Job Classes and spell names, some similar combat or character progression elements (though neither is consistent across the series), some of the same monsters (sometimes with their names dramatically mistranslated...).  The first five games have a running theme of magical Crystals at the centre of the plot but that started to fall away in FFVI and now only appears about as frequently as any other element.

 

It's essentially just the label Square gives to its headliner RPG-of-the-year, the one with all the money behind it.  "Did you like that other RPG we made?  Try this one!"  Square has definitely made other good RPGs, like Live-a-Live, but what makes them call one a "Final Fantasy" and one not seems to be based purely on marketting and budget.

Edited June 29, 201510 yr by Blackdrazon

It's a video game series. That's what they have in common. Plus the fact that they all carry similiar elements. Mainly in terms of the gameplay.

Edited June 29, 201510 yr by Tails

Well, while each installment in the numbered Final Fantasy series is totally different, like many have said here, the games share spiritual similarities, such as chocobos, moogles and other creatures. Also, one of the most prominent similarities is the fact that there's always a character named Cid!  I think there's a Cid in every Final Fantasy game except the first one, if I'm not mistaken!

Edited June 29, 201510 yr by The Transcendent Key

Some of them are games, others are erotic novels.

Edited June 29, 201510 yr by PillowHead

Final Fantasy has a series of core elements which are reused in different ways with each game. For example, Final Fantasy 4, 9, 10 and 13 all use summons as a core element, but each in completely different ways