It is hard being new in such a well-established (hell, or just "older") MMO. I happen to like helping newer people -- with the usual provisos such as "provided they bloody listen." :) Look for me (Grommet) online, and if I am not busy, I will try to help you as I reasonably can.
Try to find yourself a friendly LS. Browse through the topmost stickied thread here. My own LS is
Cynosure, and there are other fine ones out there depending on your personality and wishes.
Meanhwhile, here is a valuable entry (for new players) in a very valuable resource, a Wiki just for FFXI:
http://wiki.ffxiclopedia.org/wiki/Starters_Guide
More specific guides, depending on your starting city, are these:
http://wiki.ffxiclopedia.org/wiki/Starters_Guide/Windurst
http://wiki.ffxiclopedia.org/wiki/Starters_Guide/Bastok
http://wiki.ffxiclopedia.org/wiki/Starters_Guide/San_d'Oria
Edited, May 27th 2010 5:43pm by MJS