Wings of the Goddess missions can seem a little confusing, being that you MUST do a nation's storyline quests in line with the actual expansion's missions to progress through either. This wiki page lays it out nicely:

http://ffxi.gamerescape.com/wiki/Win...ddess_Missions

The idea here is that you must do the missions and quests in the order they are listed from top to bottom. However, you are only required to follow one nation's storyline quests to progress. You do not have to do all three if you don't want to. Being that you're allied with San d'Oria, it would be easier to follow San d'Oria's storyline quests in line with the missions.

I just hate that the missions are under missions, and the nation's storyline quests are listed as regular quests. That's where most people get confused.

Also, another thing that people often get confused with is that you don't have to be allied to a specific nation to do its storyline quests. So long as you are able to get tags through whatever nation you're allied with, you have the opportunity to progress through all three at the same time if you like.