I would take a look at some of the main websites:
- FFXI Wiki: http://wiki.ffxiclopedia.org/wiki/Main_Page (especially a beginner guide: http://wiki.ffxiclopedia.org/wiki/Beginner_How-To_Guide)
- Alla (you're here, so just look around the different forums, especially the stickies: http://ffxi.allakhazam.com/forum.html?forum=10&mid=136349019628295693)
- FFXIAH: www.ffxiah.com (A little more active than Alla and has lots of info on gear)
I would recommend joining a linkshell as soon as you can (think of it like a club or group), as the people there can help you out quite a bit.
Good luck!