I usually leave when they rush into the dungeon, a fight, or anything like that. That's usually early signs of "going to die" syndrome. But if they're seriously acting like idiots and just running around, then say something. Give them advice. They may not know what to do or how to do it. Advice is always the first step. If they ignore that and still continue, then leave.

A Free Company is probably a great asset to you. Even if I don't get a full party I usually at least get one person I know to join. It reduces the chances of you getting some random individual who doesn't know how to play co-op games and on top of that, it builds a certain odd friendship within your FC.