The one thing you will never be is lost, because if the game was any more linear you would be able to see the final boss from where you start the game.
FFXIII is a bad entry into the series. It has some redeeming qualities but over all it isn't what anyone would expect of a FF game. The biggest thing is game design wise its a step backwards.
The best FF game experience can probably be found in FFXII as its more open and the battles are real time.
If you can still deal with poorly aged visuals you can play FFVII or FFVIII and have a real good time.
The game I suggest you play if you want to see the best the series has to offer is FFIII (SNES) which is FFVI (playstation 1 and later), its out as downloadable on many platforms and is by far the most core FF game there is that is really a treat to play.