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New Player and Tanking
I will preface this by saying that while I have played MMOs in the past, I have never been that great at them, and have never done any other role than DPS.
I don't know how I settled on it, I started a Marauder and did some light reading, and Tanking just seemed like an endgame role I would pursue. It is said the be the "easiest" to optimize, but that doesn't necessarily mean easiest to play.
I have a few concerns, mostly because I've never tanked before. I've done a few duties, but I don't even feel like a tank yet and I'm not exactly how to learn. All I have for enmity generation right now if Overpower.
What is the path for learning and progression in the Tank role?
A lot of player recommend starting as a Paladin. I'm already a Marauder, should I just go grab Gladiator now, or wait and get a Warrior Job?
Is there anything I should know that will ease the pain of learning to tank?
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Ok, first off you should have two options actually: Overpower and Skull Sunder. Overpower is AoE and can be used instantly, while Skull Sunder is single target and requires you to use Heavy Swing first. As a general rule of thumb for any tank, your AoE ability will be sufficient to stay above other people doing AoE (including healers healing you), but you'll need the extra enmity from your single target combo to keep hate from DPS doing single target damage of their own. Generally I recommend to start off with a few uses of Overpower to keep hate off of the healer (2-3 uses should be sufficient if you're decently geared), then switch to your Heavy Swing -> Skull Sunder combo on whatever the DPS are attacking. If both DPS are attacking different targets, try to alternate which one you land Skull Sunder on.
I'm not sure what you mean by "path for learning and progression". If you just keep going through tanking dungeons as you level, and make a point to learn the use of new abilities as you learn them, you should do fine. Definitely do the Hall of the Novice if you haven't already, and when you hit level 30 go ahead and level up Gladiator to 15 so you can unlock Warrior (Jobs are pretty much a requirement past level 30. You'll need Defiance to keep hate off of DPS jobs), and you may as well level it up to 22 for Provoke (this skill sets your enmity to equal whatever the mob's target is, plus one. Useless for maintaining hate on things already on you, but absolutely vital when you hit endgame and have tank swap mechanics. You'll literally need it to do your job). You can level it up even further for Awareness, and level up Pugilist for other cross-class actions, but they're not quite as vital as Provoke and can wait.
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Urth covered a good chunk of the hard mechanics and basic tanking skills/ability layouts in FF14. You should definitely level Gladiator to 22 asap. Provoke is a great tool for stealing back aggro (not to initiate it).
Here's a rather funny guide: https://www.youtube.com/watch?v=7ivtJD0t9M4
On a more serious note though:
Don't take the tanking too seriously. Obviously, try to improve and learn how the tanks work, but keep in mind it's a game and that you can have fun with it. The above "guide" is just something to help cheer you up when you finish a bad run or someone was being needlessly hard on you. It happens, but it does nicely summarize the small encyclopedia you have to memorize on how to run every boss fight.
Most of the mechanics are the same, and the game does a good job of introducing them slowly as you progress. However, it doesn't change the fact that you have 40 trial bosses (including story bosses) and 40 dungeons, which effectively translates in to some 200+ unique tactics and gameplay mechanics to memorize for all the fights as a tank. The fact that you're the tank and expected to know all of it is frankly ridiculous. It isn't meant to scare you off, but it's good if you can just keep that in perspective before going in to this role. That way, when you do wipe, you shouldn't worry too much about it.
In regards to the progression:
Dungeons from lv.15 to lv.28 are teaching you basic mob/enmity control (15-18), group aggro (18-24), and add mechanics (24-32).
The lv.32 Dungeon is the big shift as it introduces tank placement and moving enemies around the map. Previously, you were fine just holding enemies in one location, but dungeons from this point on require you to move enemies around and point them away so their attacks don't kill your party. The lv.32 dungeon is a rather steep curve to teach you placement.
From lv.41 to lv.47, the dungeons take another climb up and include situational awareness. You have to be aware of roaming mobs, environmental hazards, and how to drag enemies around to avoid them.
Starting from level 50, the game starts combining those basics they trained into you with the more advanced placement and awareness. This is perhaps exemplified in Titan Hard and Titan Extreme, which combines your cooldown management, movement, placement, and chain-combo ability.
If you go further and get the expansion, this process just repeats, teaching you the new abilities and introducing new boss mechanics that you will see later on.
As for leveling your gladiator:
Realistically speaking, you're fine starting gladiator any time before level 30. You definitely want to change to Warrior at 30 because it gives you more HP, more damage, and makes it much easier to maintain aggro on enemies (your lv.30 ability actually makes you easier to heal and increases your enmity generation). Otherwise, I would actually suggest running gladiator after Ifrit (around lv.21 or 22), when you get your chocobo. The extra movement speed will help move between the earlier fates and hunt logs faster and save you time.
Hope that helps.