New to game party question

Two of my friends and I are playing this game for the first time. We spend most of our time party with just ourselves trying to fully understand everything that this game has to offer. So we had a question on how to best optimize our party of three people.

I tend to play the mages, whm/blm and some rdm.
One plays Warrior/Monk
The other plays Thief/Warrior.

We are at a point where we are curious what we should each be playing and need some guidance. I understand once we hit higher levels we will need to play with more people but for now we are content with just us. Does anyone have any suggestions on what jobs we should be playing for just a party of three?

For starter jobs, these are decent options and players will want to play what they enjoy, but if you want some optimization for 3manning to level together in the way of support jobs and other options I'll take a stab at it:

Whm is a fine choice for endgame and is not bad for traditional levelling, and I highly recommend using Scholar as your subjob, Light Arts does amazing things, and Sublimation is not a bad MP generation tool. Don't forget to get auto-refresh at the Records of Valor tome. Equip whatever Refresh gear you can find, and cure potency gear, not easy to come by at lower levels, but Chatoyant Staff at 51 stands out.

War/Nin does very well from levels 20+, Dual Wield is a nice bonus and Utsusemi at 24, though /Sam starts to get better around 50 when you get access to Hasso and start getting some very good Great Axe skills, if you guys are levelling together, tell him to consider trying to keep both his 1-Handed Axes and Greataxe skilled up.

As for Thief, doesn't get dual wield innately until Lv83, so consider subbing ninja, once again Dual Wield gives amazing total damage bonus, and when things get dicey, Utsusemi is nice to have.

Also both melees may want to consider Dancer as a subjob at level 40+ they get dual wield and have access to decent waltzes which will lessen your curing needs.

Don't forget to set Records of Eminence objectives in your quest log, and do Records of Valor kill objectives, they give quite a lot of exp and sparks which are very very useful.

Many of these things change for endgame play, but you won't regret having any of these options, they're still relevant to have from time to time. Welcome to FFXI and good luck.