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I have a Marauder and I understand to become a warrior at level 30 i need to have a level 15 gladiator. My question is this: Do i need to level the subclass on my Marauder or level a new character to level 15 as a gladiator or do both work? Also, for my marauder, do I need to start picking up gladiator skills soon to be an effective tank? I tanked since vanilla in WoW and do not feel effective gaining aggro with only one threat skill at 16.
You do it all on the same character. You will level everything, from magic, to melee, to crafting, to harvesting, all on one character.
As for skills, it's always good to level other classes for cross class skills. There's really no such thing as leveling a class unnecessarily. Sooner or later, you'll want it for something. Now whether or not you need to, I don't know. But it sure wouldn't hurt.
I honestly think it helps to get every class to around 30 just to get the cross-class skills, but that requires patience and a fair amount of grinding. The cross-class skills come in handy for all your classes, but you don't really feel all the options until your class hits lvl 20 and you have a good number of slots for them. So, i'd probably hold off leveling alternate classes until 20 (15 if you really want a specific skill).
Also, Managing aggro is a little different in this game compared to WoW. It is closer to Everquest where a player has to spend a few moves to build it up before the dps and healers can safely do their thing. The warrior does get a lot better later, but you will definitely want their aoe aggro build skill, flash (it is an aggro build skill, and should not be treated as a taunt), for later dungeons. Thankfully you do pick it up as a requirement to become a warrior. I would recommend reading the tank forums as they go quite in to a bit of detail about the actual tanking mechanics.