I've been a big fan of the Final Fantasy series for the past 15 years or so, but I just decided to give Final Fantasy XI a try.

I'd never played an MMO before this, so it's been a pretty confusing experience so far. I've managed to finish the first set of missions, making it up to rank 2, but I have no idea what to do/where to go next.

I'm a level 15 Monk in Windurst. The guy at the gate said I needed to do conquests before I can complete more missions. I don't really know how to do this though.
I also haven't managed to find anyone to play with, so I've just been doing everything solo.
Any pointers?