Most people level to 20 or so solo. This works well for them, but new players that do not have access to some of the better gear/food will experience a much slower leveling progression. For new players it really is best to try to get a party in Valkurm Dunes. You will not only get some experience with how parties function and your jobs role in a party, but also benefit from the experience/better gear (usually) of the other players.
You shouldn't expect to get party invites as soon as you put up your flag, especially since other players will "see" that you are a new player even without actually seeing you due to your lack of subjob. But, trust me, you will get invites eventually. Just continue soloing until you get an invite.
As all players should, be sure to read up on your job in the job forums, read about food and how the various stats affect your job and which are best for you. The more you know going in the less people have to teach you. The less people have to teach you the less they dislike you. Oh, and try to get a linkshell as soon as possible. When in game type "/sh Hello, I'm a new player. Can I join a linkshell please" without the quotes. You may find someone willing to let you join their LS, but don't hold your breath. This isn't WoW where people trying to start a new guild are willing to pay you to join theirs so they can get the required 10 starting members.
Welcome to the game and Happy Adventuring
____________________________FFXI Ansel 95MNK - 95RDM -95 DNC - 95BLU