OK I got my Mog Locker and became a Mercenary today. He's the jist. Hope it helps:
As you’re coming off the boat the Mercenaries office place is in the right hand side of the plaza upstairs (I-10). Go in and you'll get a cut-scene with Naja-Salaheem. She wants you to prove your stuff by delivering a supply package (key item). Bring at least a stack each of sneak and invisible unless you have a handy spell caster. A mob in there killed me and 2 level 75 dead as doornails so don't mess around if you wanna live. No worries.
Go to the second part of town, Al Zahbi, and out the gate to Bhaflau Thickets.
As shown on the map go to F-8 the little pointy part will take you underground.
Here it gets a bit sticky. I didn’t have maps so I have not idea where we went but we made our way to Mount Zhaylom somehow. I don't remember passing any gates so I'm guess it was H-7. GL with that.
Once to Mount Zhaylom it wasn’t too bad. You pop onto the map at about K-7 or K-8 I believe. Just make your way to K-6 to the Iron gate. Now there are two gates so make sure it's the Iron one you choose.
Once you go through the gate the hard part is done. Talk to the NPC and after the happy cut scene he'll let you use the warpy gate to go back to town. What a relief!
So once back in town go back to Naja Shalaheem and she'll give you mog locker access and declare you a Private Second Class Mercenary.
Next to to the Commissions Office and talk to the the middle NPC at the first desk and he'll tell you all about everything Assault. Go to the gate guards to get "Sanction". This is like signet and lets you accumulate imperial status points used for tasty trade ins. Get a group together, go back to the Commissions Office to choose an assault area, and have a hoot-hollering good time!
BTW, maybe thanks to the kind party that took me in and loved me even after I argoed and killed them all. I forgot your names already because my memory is stucky but I'll remember your kindness in warm fuzzy foundness each time I do an assault.