Hi, new player here.
After playing for a couple of weeks I'm now lvl 17 RDM, about to get to 18 next pt and friends from LS will help me get the items for unlocking subjobs.
If I understand correctly once I do that I'll need to head back to my mog house then switch my main job to the desired support job and level it up until it's at least 1/2 of my main job level, is that correct? It means solo-grinding again probably, right?
So should I head back the moment I unlock side jobs and do that, or should I level a little more as RDM before?

It’s one of the biggest upgrades you can provide for your character. It gives you HP/MP, stats, abilities, and new spells. I would recommend leveling it up right away. even though it sucks to redo those levels it is worth it in the end.

What I've done is years past:

>Start as desired job
>Level to 10
>Swapped to swapped to appropriate sub job
>Level to 10
>Level through one zone then switched to the other job and did it again
>Do this till desired sub job is Lv. 37

Its tedious especially with Valkurm Dunes but honestly, it gives me a small goal to work on each time I logged on.

Guess it's back to Huge Hornets...

This is just what I've done. As you play more you'll find what'll work for you plus as you level up the lower jobs it'll help you make some gil to put towards new gear on your main. Also, always save your old gear.

Wouldn't I have to spend gil just for gear for the subjob while I level it?

Don't worry, you'll be fighting Death Bees, Wespe, Death Hornets in the future...so dont worry about going back and fighting huge hornets again.

If your main job is locked until 30 quest, level your subjob for desired main to 30 and then swap to new main and level to 60. Finish your SJ to 37.

Subjob provides very little before 30

You will be levelling many times from 1, like everyone. Better get used to it early, find your favorite path for exp and farm as you level up.
Some subjobs are very common and needed, WHM or NIN to 37 are a requirement for most(all) jobs, THF at least 15 for solo farm with the treasure hunter trait.

Setting aside the stat gain involved, having a properly leveled sub will dramatically increase your party invite rate.