Welcome (back) to Vana'diel!

I can't think of anything that the Rhapsodies of Vana'diel would spoil right away. It might get a bit confusing how some cutscenes trigger after doing certain missions for a nation for example, but actual spoilers? Probably not really.

I'd definitely recommend doing things in order, but the rewards are indeed pretty good to hold off of (especially when some of them help mission progress quite a bit at times).

Seeing some of the creeper I mean alter egos running around might spoil more (I never quite liked it how they made them be who they be).