This seems like a strange question to ask as there really isn't a singular directed goal. Instead there are many.
If you feel you need structure then I would set your sights on missions to get you started. You have your home nation missions which are spread across most of the leveling range and give some unlocks and rewards you are going to want down the line (such as airship pass and dynamis access).
http://ffxiclopedia.wikia.com/wiki/Cate ... t_MissionsThen you have 2 secondary sets of missions that expand on the world lore and stories in the form of the rise of the zilart missions and the chains of promathia missions. These also reward access to some endgame content and other benefits as well as offering some nice gear rewards (the rings from the Chains storyline are particularly nice).
Outside of this the world is what you make of it. You can level up every job to earn a maat's cap, you can level crafting and become wealthy, you can do side quests for npc fame, you can participate in endgame.
The game really is built to be more free form and not directed. I suggested the missions as you seem to want some sense of direction (judging by this post and your post history) and to some extent those will give you some, but if you expect a very linear directed experience like many single player rpgs or a linear quest chain from the start to the finish of the game you will not find it here.