1, 2, and 3 are all kind of the same question.
Most everyone on this forum is willing to help you, but a social linkshell is better since they give in-game help.
While there are differences among servers, which one you choose is more about finding a linkshell. This is an MMO, one that prioritizes group content, so it's highly recommended you look through this forum, see who is giving out linkshell invites, then join their server and linkshell. We see a lot of returning/new player posts, so you should be able to find several other similar posts that veterans have already replied to- the information and linkshell invites are (generally) not limited to just the original poster, so feel free to take them up on their offers and advice.
Linkshells are just like guilds. A leader creates the shell then distributes an item that servers as your invite. You can hold several linkshell items, but only one can be used at a time. Each one is a unique snowflake, so everything from events to attitude to requirements will be different for each and every one.
As far as a starting job, usually we recommend leveling WAR to lv30 for new players. FFXI is unique in that you can change jobs at any time, so WAR is recommended because it's an easy job that does not cost a fortune. It's also an extremely useful subjob, so you'll probably end up leveling it anyway. Otherwise, BLM, WHM, and RDM are your starting mage jobs- I don't know if one shines above the others for new players, but RDM might be a tad easier since you've got a wide array of skills to make use of.
Edited, Jan 31st 2013 2:13pm by xypin
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