I usually play it every time they come out with a new patch but I wanted to try out the grand company thing since they said you need that to get a chocobo in the next patch but there wasn't really info on how to start it or where to go and since I can't post in the forums to get help.
Edited, Sep 27th 2011 2:14pm by ZumiPhoenix
The Grand Company headquarters can be entered via the same place you go to enter the market wards, chose Maelstrom Command, Adder's Nest, or Hall of Flames, depending on which city you're in.
You need to be R25 to start the lowest Grand Company quest, R45 is the last one. They mainly center around the two instances currently in the game, though you can complete some of the lead up quests at R25 without doing the instance.
It's currently not possible to join in earnest, any company, but if you're R25 and become a "provisional" member you'll get some seals, and an extra 1000 for the current event going on if you talk to the guy at the desk and choose "small talk."
You'll need 3000 seals once you join the company in earnest to receive a mount, you'll be able to join a Grand Company come patch 1.19 which should be October 4th.