Good things to start with.
-- Talk to a guard near an exit with Initials by his name. He gives you a buff called "Signet" it will let you earn points to be used on useful items like warp scrolls / equipment based on Nation Rank. It also allows you to gather crystals which you can sell for gil at the Auction House or Use for crafting (Sell them to start since crafting can get expensive)
-- You won't party until around level 11-13 and that will be in the Valkrum Dunes zone. So just focus on leveling and having fun. If you are a caster, you have to buy your spells, each city has a spell shop, the first couple can be bought after you sell some crystals.
-- Hot keying abilities is done through "Macros" if you hold the CTRL or ALT key on the keyboard you will see #1-#0 as options. going through your menu to "Macros" you will need to pres "-" twice to get to the 2nd menu options, you can locate each macro set there. an Example of a warrior skill provoke would be below. Also I put a Cast Cure spell one below it
Provoke one ---- /ja "Provoke" <t>
Cast Cure ---- /cast "Cure" <t>
Useful things
/ja = Job Ability
/cast = Cast Spell
<t> = Target
<me> = Yourself
There are lots more like <st> and and <HPP> and such that you can find on the wiki. Also check out this Nab made a great beginning guide.
viewtopic.php?f=6&t=4645