I'd also recommend getting access to Grand Companies (not to be confused with Free Companies) as soon as possible. Not saying this to rush you, but because if you don't you'll lose out on a good amount of seals (for doing everyday things you already do, like FATEs), which act as a currency for you to buy things like special gear and exp+ books for crafters and gatherers (VERY nice). Don't worry too much, I had already hit well past the 100 FATE mark by the time I joined mine. Also it really doesn't matter which one you join, the main difference is in the gear offered.

I believe you get access to them shortly after Lord of the Inferno (level 20 story quest) or something? It's around there.