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There are only 2 quests you need to do. MSQ and Blue Quests. Both unlock content in some way shape or form. Standard yellow quests are minimal gains and only for lore purposes, though completely optional in relation to the core lore, it’s mainly zone lore.
Don’t feel obligated to play multiple classes unless you’re way over leveled for msq. Level 20 and your MSQ is level 20? You’re getting “max” xp. Level 21 doing level 20 MSQ, you’re losing potential xp but nothing serious. Level 50 and doing level 20 MSQ, yea you should play a lower level class. You get so much xp from MSQ it’s easy to waste it.
Take your time. It isn’t going anywhere, you don’t need to catch up tomorrow. Just play the game at your own pace.
Avoid, if you can, playing solo. 3600/4500 of my hours are solo, the rest are with my gf. Did I still enjoy the game, yea sure. But do I wish I had an FC of people to talk to, casually do content with, and just play the game with? Absolutely.
Past that, it’s a theme park. You can’t really go wrong or objectively play the game a right or wrong way. It’s your journey, do it however you like. If that means completing every quest in every zone before moving to the next one, cool. If that means skipping cutscenes and powerleveling so you can raid, that’s okay too.
Don't stress about 'missing' anything- the only content that isn't permanent are events and usually those are available at a low level (though the current ff16 event is level 50).
This includes worrying about any choices: Even your job can be changed later (though if you wanna try a different job you'll need to level it up as well).
Item level is an excellent indicator of how 'good' gear is, but watch out with crafted gear (usually has a grey item icon background.) as they come in 'normal' and 'high' quality variants where the HQ variant is actually the standard.
If your attack or defense goes down from equipping something new then it's more than likely worse than what you already have, unless it's a multi-slot item.
Whenever you get a new skill it's also a pretty good idea to check it out immediately and read it's description; A large amount of skills serve some purpose and is a bit of a waste to just ignore.
Most of all though don't be afraid to ask people for help if you ever run into something or are unsure; There's some bad apples here and there but most people are willing to help out or at least send you the right direction.
People here are technically correct that Main Story Quests are all you need to progress, but rushing MSQ was how I burnt out in the first place. I - personally - don't enjoy it. Especially in A Realm Reborn. Gets better later on.
But what I DO enjoy is everything else. Surrounding activities. So yeah. Absolutely do other stuff, whenever you feel like it and do not feel pressured to constantly follow MSQ. You really don't have to do it all the time. Currently levelling up from the start and sometimes it's days before I touch next MSQ.
People usually give the 'you can ignore yellow quests' advice because new players have a tendency to want to clear every quest in every new zone before moving on. And that's a good way to suddenly find yourself at level 50 staring down a couple hundred MSQ missions before any more meaningful progress can be made- a well-traveled road to burnout.
Diversifying activities is fine, of course but the main takeaway is that new players shouldn't neglect the MSQ (or the blue quests that provide meaningful content unlocks) just for the sake of scouring every new map as soon as they arrive.
when i started was i lv 51 and i wasnt even close to the end of ARR. i was somewhere at lv 38 storywise XD.
i entered HW with lv 56 ^^.
i mean did the roulette stuff everyday aswell, could be why.
Focus the MainScenarioQuest, do few blue to unlock stuff along the way.
Don't forget your jobs (class) quests, they unlock spells!
If you play tank, feel free to pull multiple packs. If you play heal, don't forget do deal damages if your heals are not needed.
Try to do the roulettes with another class that the one you play with the MSQ.
Try different jobs, the one you've picked first might not be the one you enjoy the most, and it's quite fast to catch up, there are multiple bonuses
Take your time, enjoy the story, have fun :) If you I may say the usual crap you've heard many times about many things "enjoy the journey".
Don't be shy, a little "hi" or "I've never done this dungeon" is really ok, many many people don't mind if you don't know the encounter or are quite new to the game.
Here is a usefull website where you'll find many informations about the game : https://ffxiv.consolegameswiki.com/wiki/FF14_Wiki
Enjoy the game
Do your class quests when they come available, but other than that you can focus on main story quests mostly.
It's more efficient to not waste too much time on side quests, and focus on main story quests. Remember, you can always go back and do these later. In fact, it's far more convenient to do most later because you'll be able to fly everywhere, or fast travel around with plenty of gil to cover the costs.
There are a few exceptions for sidequests I'd deem worthwhile IMO. Sidequests for additional dungeons/trials/etc are good. In the 2nd and 3rd expansions, you'll need to do some sidequests to unlock "flying" in certain areas, and those are definitely worth doing ASAP.
Crafting/gathering is something else you're better off putting off until later. Because of flying mounts and teleporting, and you also get access to better areas/methods to level crafting/gathering more efficiently. Such as firmament and diadem. You'll need to clear heavensward MSQ to get access to firmament and diadem, so I'd put crafting/gathering off until then.