And then there's FE11 which takes place across the two continents from the first three games nevermind all the other references to the rest of the series (some of which are massive spoilers for FE11 so I'm going to avoid going into details at this point). Plus, the DLC for the game lets you recruit various main lords from the prior games, so to head off the classic question of "Is Marth and Roy in this?" the answer is yes. (Also it too involves pairing up characters for their offspring like in FE4.)
Also, even without FE11's fanservice, there has always been some kind of implication that the series takes place across different continents within the same world. FEs 1, 2, & Book 2 of FE3 (Book 1 is just a remake of FE1 with some improvements and less filler) all take place shortly after each other, and FE11 takes place a couple thousand years beyond those (plus there are the BSFE chapters which come in right before FE1). In addition, FE5 takes place during the events of FE4, FE7 is a prequel to FE6, and FE10 is simply a direct sequel to FE9 to the point where almost everybody from FE9 shows up again (which led to an unfortunate case of cast bloat and a lot of the new characters didn't receive much if any characterization at all). However, most games have a similar mythology that crops up involving an age where dragons ruled the world but most of them died off/disappeared/???? and the few that remain either have their powers sealed within dragon stones or have become deities that occasionally try to destroy the world or help your own crew out in saving it from the former.
Either way, the reason why most people are saying to with FE7 is that it has an extensive tutorial as well as two alternate main campaigns and a healthy mix of new and old mechanics.