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Just started playing on Saturday. Never played anything like this before. I am beyond uber green.
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I am more than willing to do tons of research to understand the game, but the vast amount of info is a bit overwhelming.
I completely agree with you. This entire game is overwhelming because there is so much content that it's ridiculous to find a true starting point and follow it.
There's leveling, partying, questing, crafting, mining, fishing, ballisting, mobfighting (or whatever they call it), and even five different major storylines to follow...
But yes, the best thing from what I've seen so far is the option of checking the player's guide on www.playonline.com. The next step would be to get a linkshell without a doubt.
So what else is from there?
Well, it's your choice really.
For following the main FFXI story line, you may want to try to complete some rank missions, which can be obtained from your home city usually near an entrance or exit to the zones outside of those cities.
Questing is a great way to get familiar with the game. You can check in your quest log to see what you have available. Those are received by talking to NPCs. Questing will also benefit you in the long run, allowing you to obtain higher fame. Higher fame will help in the long run.
Crafting, fishing, and mining are ways to get items that can be sold. These items are typically sold at the Auction House AKA AH.
The most typical and popular route to take is leveling. About level 10-12, people start grouping together in Valkurn Dunes in parties of six. Party setups usually consist of:
1 tank
1 healer
1 support
3 damage dealers
This generalization shouldn't be taken to heart though.
I hope this helps a little.
Good luck adventuring!