The server tells you the zone when you enter it, or log into the game. The wiki can give you a route back to a town, or you can head to Gusgen Mines and level at that range. There's also a new/returning player guide for levels 1-30 and 31-75 on this forum.

Majority of people gather in Jeuno shouting for events, or do their own things in small groups. You won't see a lot of people unless you do a "/sea all", join a Grounds of Valor party, or go to Jeuno.