I realize this game does no hand holding or anything but after I started up last night I was unsure of how to proceed and a general guideline of what I should work toward. Even after reading through all the getting started tabs I still feel this way. Could anybody provide some insight / guidance on how to become more comfortable? Really want to give this game a shot

Well, let's see... for starters, if you didn't choose San d'Oria as your home, you'll need to delete your character and start over before you invest too much time! Hmm. What did I do on my first days way back when? I went outside the gates into the wilds, hacked at some Easy Prey enemies until I got a few levels, ventured a bit too far and met my match. I remember not even being aware there was a world beyond Ronfaure. Imagine my surprise when I got to La Theine...

Nobody had to tell me this, I sort of just stumbled upon it, and that's the true joy of a sandbox MMO. Do whatever you want to do. It's an adventure that has no linear aim. The only thing you really need to do is get levels and turn your party flag on once you solo your way to Lv15 or so. If you're the melee kind, I suggest starting with Monk, as it's fairly straightforward and not a lot will be expected of you in a party scenario. Just attack. As a complete newbie, being a healer or tank in a party could be daunting at times, because a lot of experienced players move fast, and probably expect everyone in the group to know what to do by now.

The real answer is that there's so much to do when you're new that I could write a short novel on what I do with a new character after 15 years of experience. And honestly, you don't want that. You want the wonder of not knowing exactly what to do and where to go. Fish, meet hook.

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The universe is so large that, if life is not rare, a world much like Vanadiel probably exists out there somewhere.

best advice i can give you is to join a social linkshell ( guilds in ffxi) and ask question time by time on what you should do it would be too hard to type every single thing here

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Get signet at the gate, head out and kill things until you get to 10. Save your drops to sell at the AH or to turn in for quests (in config, turn on auto sort).

You can look up your first nation mission and additional quests on an ffxi Wiki.

You may want to do another job 1-10 to build up some gil for gear upgrades. At 13 or so, you can venture further out and put up your Seek Party flag, to try to join an EXP party.