Original Zelda is my favorite of those selections, mostly because I love how ballsy it was. Like, they just dropped you in a 2/3-view adventure game world with pretty much no direction. And barely any story. No real NPCs to direct you on your way. Just plain old FIND YOUR FUCKING WAY AROUND. It was beautiful. I guess Final Fantasy was kind of like that, but not really, because there were people to sort of direct you at some points.
But of all the classic game series? My favorite first was Mega Man. Freaking great ass series that kept getting better, and has always been, to me at least, up near the pinnacle of classic level design. Frustrating? Hell yes. Rewarding? Oh fuck yeah. You prove to your friends that you can beat Mega Man, that shows skill. Final Fantasy? Naw. Just means you can sit through hours of wandering around partaking in random battles and occasional boss fights. Oh, and the occasional SHIT I RAN INTO AN AREA I'M NOT SUPPOSED TO BE IN YET AND I'M BEING RAPED UP THE BUM WHAT DO I DO?