I own all three games so far (will buy the Wii version when it's released here in UK). Much like the Dragonquest/Dragon Warrior series made by Enix, the first Fire Emblem game that was released on GBA was the 7th in the series.....but was the first released outside Japan. Here's a link to more info on the series.
http://en.wikipedia.org/wiki/Fire_Emblem
Anyway, I'm a fan of the games and really like them too. They can be very unforgiving and I'm afraid to say I've not finished a single one I have. The main reason for buying the first game was because I had bought Advanced Wars and really loved it. Seeing as this was by the same company but with a fantasy twist, I jumped at the chance to play it. I was completely happy with it. I love the fact that you have to keep your character alive the whole game or they're gone forever. It makes you want to keep them alive whereas in Advanced Wars you could just build more units once they were killed.