I read in a few places that the best/most efficient way to level is to NOT do the side quests in an area (perhaps outside of the few initial "Get to know the game" quests when you first arrive in your location) but to level via focusing on your Main Story quests, FATEs and the Hunting Log. Is this right? Coming from other MMOs I'm not used to the concept of actively skipping quests; instinctively I see a quest icon and must rush over there to get and complete it, but it seems this is inefficient because of how quests work with other jobs, so if I wanted to go say Pugilist I wouldn't have any quests to do if I did them all as a Gladiator.
I've also read that it's not worth bothering with picking up a second class until you reach 30 in your primary class, again with I'm assuming just following the main story, doing the occasional side quests or FATEs or just monster grinding, probably with dungeons at that point as well.
Is this correct? If so is there a general rule for knowing what type of quest should be skipped and what should be done for the side quests?