My advice - If you are eventually going to play a DPS class, start with it. With all of the quests that you will be able to do on your first job it will level up very quickly. There are a couple of reasons I say to start with DPS: Duty ques for tank are really fast and probably the most efficient way to level, but ques for DPS can take way longer, so the extra exp from quests is way faster. Also, if you start with DPS you get to go through the dungeons as a follower the first time so you can get an idea of how to navigate the dungeon/learn boss mechanics.
Follow the main story line and always stay up to date on your class quests. They pretty much teach you everything you need to know/give you access to everything you need. Once you hit 50/finish the main story, congrats, you are about 25% done with that Job.
Gil - Not all that important in this game. I'm sitting on about 3 mil on my retainers because I have never withdrawn any gil from them from the items I have sold. Along with that, once you can do retainer ventures send them on quick explorations as often as possible. They can bring back some cool stuff.
DoL is fun and worth the time, but it really isn't essential for game progression.
Like someone said before me, the point is to have fun. If a certain aspect of the game isn't fun, do something else! This game is big and there are a ton of ways to spend your time.