Hello there! It's tough being new, especially in such a long-established game. Consider checking out my linkshell, Cynosure (cynosure-online.com). Because we've had so many new members in recent weeks, I may not be able to get you in immediately (week's wait or so?), but if you like what you see, I hope you will apply anyway. I can help you informally whether you're in the linkshell or not.
One of your best resources for this game is the FFXI wiki. Here is a sample page that is of particular use if your are in Bastok. (I believe there are similar pages for folks starting in San d'Oria or Windurst.) http://wiki.ffxiclopedia.org/wiki/Starters_Guide/Bastok