Use the WS Radiance or click on an Aetheryte or Aetheryte Node.
Later you can get access to Stygian Spikes or Siphon MP if you level Thm. At level 18 Con you get Spiritbind, which temporarily binds you but also cuts MP consumption in half.
MP Management is far more critical in FFXIV than it was in FFXI, but by the time you hit 15 or so you should have a good idea of how to progress without running out of MP.
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