You get four leves at the counter in the adventurers guild you start at, plus the one you get from the story mission person. Makes five initial leves, four of them you can repeat once the 36 hours timer resets. After that you should be higher than level 3. Then...yea, whatever suits you. Grinding alone, grinding with others, exploring, crafting, gathering, most of that helps your physical level, which is always good.
FFXI: Rynaria - Mithra on Kujata [retired]
FFXIV: Fancia Dragonkeeper - Miqo'te on Besaid