Shining Force. The first role-playing game that I played. I could tell you the story of how I first learned about it, but that would be a long, stupid waste of time. Using the tactical battle system first employed in games such as Fire Emblem, Shining Force took the battle system from them, combined it with town-roaming and exploration modes, and became one of the most important RPGs during the 16-bit era.
Actually, Shining Force wasn't the first game in the Shining Series. That title belongs to Shining in the Darkness. Shining Force was the first game chronologically, though, not counting Shining Soul, whose inclusion in the Shining Series is sketchy, since it wasn't developed by Camelot Software Planning.
In 2004, SEGA, who now owns the rights to the Shining Series, remade Shining Force for the Game Boy Advance. It includes updated graphics, and a more complex storyline, including having Max talk. The game also gets harder each time you play it through. Unfortunately, two poorly-developed characters, Mawlock and Zuika were added to the force, along with Princess Narsha of Runefaust. Many believe Mawlock to be added into the game just so that the game could have "cards" in it.
Shining Force has been released for Virtual Console on the Wii, so I can't offer it for download anymore. However, many ROM sites still offer it for download. You can download the Genesis Emulator for Windows or Ubuntu Linux in the "Emulators" section of my site.