Hello

This game is fun, but my brother who is lv 50. told me to do story quest im lv 21 i started in new gradina. But have not seen a story quest no where not even a red sighn. My last sq was lv 15 convoy mission. my next guild master mission is 25. Is there something wrong here.

Check the name of your quest in your Journal (default hotkey J), main story quests will have this symbol http://ffxiv.gamerescape.com/w/image...uest1_Icon.png

If by "convoy" you mean "The Gridanian Envoy" you have to travel to the other two city-states via airship to complete that quest, once you complete it another quest will appear in the last city you visit, for you it will be Ul'dah, the quest is given by NPC Bartolomew.