How do I go about doing caravans?

I need to earn company marks to get my Chocobo, how do I go do Caravans? Or earn company marks for that matter :P

Get your Chocobo first and you'll be able to do them. To earn marks, go to whatever Grand Company you want and take on the quests from there.

Gotta be Private Third Class with the company of your choosing, then you have to visit the respective r20 Aetheryte and talk to the npc next to the pack chocobo. It'll be like behest, s/he'll yell when it's about to start.