Originally Posted by
Saevel
When you first load into the game in the instanced starting area, the first (and only) quest available is the start of the main story. You must accept and complete this quest prior to being allowed to leave the instance. That fact, coupled with the main story quests having a distinct section heading in the quest journal, should be enough to indicate that it is important.
On completing the main story quest swearing allegiance to your Grand Company, you are told by the NPC that you have earned a mount, and you are directed explicitly by dialogue with this NPC on who to talk to and what to provide to obtain this mount.
It takes time to get to this point in the quest line, and a little more time to get the seals required, but the argument that it is not readily apparent what you should be doing to unlock this or any other feature of the game doesn't really stand up.