The first person to leave the party from a dutyfinder receives a penalty for leaving. You can circumvent this penalty if you collect the full 4 or 8 members beforehand, or by simply not being the first player to leave.

Other penalties to be aware of that they don't tell you until its too late: it will cost you 50,000 gil to switch grand companies (although your first change is free). You can only change grand companies once every 4 weeks. If you do a server change, you cannot change server again until a month later.

Also, as far as gathering goes, fishing is the least productive in terms of gil and items. So much that it might even cost you money to level it. And I think that's all the bad news I can stand to bring up.