I have gotten questions on this, so I believe - as one of those hardcore classic FF fans there seem to be so few of - that it is my duty to answer the immortal question:
What the hell is Final Fantasy 4?
Let us begin with the original Final Fantasy. A smash hit on the NES (Nintendo) and there was much praise and gnashing of teeth. Thus, the people over in Japan decided that hey, maybe there would be a market for a sequel.
This sequel (which was the original Final Fantasy 2, released in Japan for NES) didn't make it to U.S. shores until after the time of Tidus and Yuna, when it was released as Dawn of Souls for the GBA. Final Fantasy 3, also for the NES, never actually made it this far until after Final Fantasy XII was out, and it exists (in physical, corporeal, non-emulated form, anyway) as a game for Nintendo DS, with a severely-extended plotline and spiffy graphics.
Then along came the dilemma of Final Fantasy 4. What to do, they said, with a game that is fourth in a series in Japan but only second in a series in the U.S.? Naturally, they thought Americans were too dumb to figure out how things actually happened, and the net result was, hey, why don't we call it "Final Fantasy 2 and give it to the yanks?"
And so it was that Final Fantasy 4 - starring the dark knight-turned-paladin Cecil Harvey and his white mage love interest Rosa - washed up on American shores as Final Fantasy 2.
This was followed by Final Fantasy 5, but that never made it here either. Final Fantasy 6 did, but under the label of Final Fantasy 3 (THIS is the one with Terra and the Espers, and Kefka, the best villain of all time).
After that, the piece of proverbial crap known as Final Fantasy VII (7) came along and its graphics made so many fanboys cream their pants that they overlooked how f***ing awful the Materia system is and how one-dimensional the characters are. Still, the perks of that game made up for its many, MANY flaws, so it seemed.
But what to do about the name? My God, they said, it's such a brilliant milestone that we can't just call it Final Fantasy 4. So what did they do? Called it what it was: Final Fantasy 7. Such an unlucky number. After that, everything else was exposed and ROMs came out of the woodwork for Final Fantasies 2, 3 and 5.
The rest, as they say, is history, including the spectacular piece of shite known as Final Fantasy VIII and onward.
Hope this answers any strange questions. :-)