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Useful links FAQ Where should you start with Final Fantasy? Version differences for each gamePast ^Threads
Blue Mage isn't in FF3.
Thief isn't really good as well. Stealing usually only gives you weak items, but they do have some utility at opening doors and if you want to run away. They're generally easy to phase out when you have stronger job classes available. And their unlocking utility can easily be replaced with Magic Keys.
And yes, the music is mostly re-arranged with orchestral music, so quite a different experience.