Hi,
I also just started out a few weeks ago and totally love it! The game did indeed feel very lonely and more like a single player game at the start with no general chat (but that's probably because some of us are so used to having silly general chat to read from time to time while questing/leveling). It got SO much better once I was invited to the Novice Network chat. People are always spamming away there, team up for dungeons etc or exchange info. You most definitely should join! It makes the game so much more social.
I also played the trial so I know you cant sends tells to anyone (or make more than one character) so just go to one of the main towns' shopping mall and /shout for an invite to the Novice Network chat.
I guess it depends on what server/world you're on but on Phoenix for example Limsa's shopping street looks almost as full as Prontera's used to be in RO. :D
Also, as FFXIV nears its third expansion it's only natural that the regions/zones/towns from the first expansion are a bit more empty than the ones in the higher level, currently relevant regions as the high level people are probably not doing much in the lower level regions anymore but hang out in the higher level places so I wouldn't be too worried about that part.
