Take your time. Read the instructions and information that comes up in the tutorial window. Then when something doesn't make sense, ask about it either here or (if you find a better Free Company) in game. It's a lot easier to answer specific questions than to try to guess what someone else will need to know.
And most importantly, have fun.
Free Companies are groups of people who want to play together. There can be various different reasons for that, so there are different approaches to what a Free Company will do. Some are focused exclusively on getting groups together to run raids in level 50 content. That wouldn't be very helpful to a new player at level 13. Some FCs are essentially just social groups for chatting together. That may or may not be helpful (though it sounds like the particular ones you got into weren't). Some are focused on helping new players learn the early-game content. That's really what you likely want at this point. It may just take a bit of looking around to find a good group to join. As others have said, the Lamia forum is a good place to start.A couple questions I have are, I still don't quite understand what Free Companies are for.. I have gotten invited to a couple and they are all just a bunch of people telling life stories and don't want me to interrupt them with any questions I have.
To switch between classes, you first have to unlock the other class(es) by doing a quest at that class's guild. Once you've done that, the actual switching between classes is simply a matter of changing your equipped weapon or tool. Whenever you have a thaumaturge's wand or staff equipped, you're a thaumaturge. Whenever you have a sword equipped, you're a gladiator. Whenever you have a bow equipped, you're an archer, etc. There's no cooldown before you can switch again, but most skills have a cooldown when they're used, and when you switch classes the skills for the new class will all start with that cooldown set, so it may be a few moments before you can use your class skills.Also, how easy is it to switch between classes? Is there a cool-down period after you switch before you can switch again? And how do you go about doing so?