You don't need to play the first game to unlock the others.
Interesting! Neither of us have played JRPGs before (well, Im currently playing FFVII but Im not done yet), but thats not necessarily a turnoff (to me, at least). I see that the collection comes with three games, but multiplayer is only available for two. Do you need to play the single-player game to understand/unlock the other games? Its fine if we do, just want to know what were getting into.