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I'm new also. What I did for the 1st 10 levels starting in Ul'duh was Storyline and a side quest or 2 then after that went out found an area with a good amount of mobs (in my case chigoe's) then once I hit 10 started doing leves in Drybone camp which is currently where I'm at.
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I must be missing something as the storyline got me half of a level at lvl 8 so I dont see how you get from 1 to 10 through the story.
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Some grind either through guildleves or old fashion map grinding will be necessary in this game at some point in your leveling anyway, for now. More dungeons look in the works in the future.
But grinding is not quite the same as many other mmos. As long as you are fighting mobs your level or higher, you have a chance to start a skill chain. When the mob dies, a timer may start, and you will have a certain amount of time to kill the next mob to start the timer again, this time for a shorter period. This stacks up to 5 times, and with each stack, you get a bonus amount of xp.
I'm not saying everyone will find this fun, but I personally do. :)
Other than that, FF is really a game that is meant to be played in a party, although it is possible to solo if you like. Lindblum seems to be a pretty active server, so if you wish to find a linkshell, it shouldn't be too difficult.