Total Noob Question about hot to pick abilities as you level

So, I have only been playing this for a couple of days and I am confused about something. Before this I played another MMO for a few months and every time I leveled I clicked a flashing thing that took me to a screen to add point into new skills or to level skills I have.
I am at level 17 in FFXIV and I have never seen a screen like this pop up. I was watching a tank guide on youtube and for the maurader it mentions two crucial abilities , bloodbath and foresight available at level 8 and level 2, and I have never seen these anywhere. How to I pick abilities to level ? I level 17, I have about 4 attacks, and a couple of things that are role related related that I put on my bar but I have never seen a screen to pick abilities to level such as the two I mentioned above. What is this noob missing ? I just level and it seems to pick new abilities for me every now and then.
Thanks !

In your Actions & Traits window, there is a tab caled "ROLE". You don't have any choices to make, however. As of a few patches ago, you can use all ten role actions once they've been unlocked, so just equip them as you unlock them.

When searching for guides, make sure to change the search timeframe to "in the last year" or "in the last month". The game has gone through many changes in the five years it's been out, and there's a lot of outdated information floating around.

Foresight was removed from the game and Bloodbath is now a Role Action for Melee DPS.
Like Rongway said make sure the information you're looking at is up to date.

The way this game is designed, you dont really make choices about how you level up your class. Every marauder gets the same skills at the same levels with the same strengths. You unlock role abilities at the same levels, and you can equip all of them(as of a recent patch). Your melee combos are the same. Every marauder ends up with the same capabilities. At higher level you will differentiate yourself with the choices you make in gear, in secondary stats, in glamour, and in player skill/style.

And to repeat, that guide you saw must have been older because some of those changes took place more then a year ago. If you want an overview of just which actions you get and when, you could certainly do worse then this. If youre looking for more of a playing guide, ill leave that to someone who has played the class to provide.

Ideally you will use all the abilities within your own player skill capacity, with some exceptions maximizing your output means using everything you can, the trick is more about finding the optimal rotation of Global Cool Downs (GCDs: a recast that activate when using your primary skills like Heavy Swing or Skull Sunder) and your regular Cool Downs (CD's: any ability that does not activate the global cool down but has it's own recast time.)

Got it ! Thanks for the reply's and sorry for the delayed thanks you !