So I decided to make a post about this since I started playing last night and it frustrated me to no end for for a few hours trying to figure it out, so hopefully this helps. To adjust the screen settings to fullscreen go through windows explorer/C/Program Files(x86) / SquareEnix / FinalFantasy14 In that folder there is a file named ffxivconfig, DO NOT just double click it. Instead right click and "run as administrator" From there it should open up a menu with a bunch of japanese in it and a drop down box. open the drop down box to change the language to english. You will find the video settings under the general button.
Hope this helps and saves others the trouble I had. I was laughing at myself when I finally figured it out because all other bits of advice I found in a google search had people complaining about getting some error message in Japanese and others offering some kind of download program to make some sort of adjustment for some fullscreen workaround.