It is hard being new in such a well-established (hell, or just "older") MMO. I happen to like helping newer people -- with the usual provisos such as "provided they bloody listen." :) Look for me (Grommet) online, and if I am not busy, I will try to help you as I reasonably can.
Try to find yourself a friendly LS. Browse through the topmost stickied thread here. My own LS is Cynosure
, and there are other fine ones out there depending on your personality and wishes.
Meanhwhile, here is a valuable entry (for new players) in a very valuable resource, a Wiki just for FFXI:
More specific guides, depending on your starting city, are these:
http://wiki.ffxiclopedia.org/wiki/Starters_Guide/San_d'Oria Edited, May 27th 2010 5:43pm by MJS