Not thoroughly enough, then. A lot of sidequests and dungeon flavor text tell us about the past civilizations of the Allagans, Sil'dihns, Belah'dians, and Gelmorrans. The Monk questline gives you an npc that teaches you a history of war in Eorzea. Various NPCs will tell you bits and pieces of things about the Twelve, and you can even find their symbols scattered around the world if you look.
Edit: Found this on the lore forum if you're interested. A timeline of every major event in Eorzean history.
http://forum.square-enix.com/ffxiv/t...imeline-Reborn