Starting off as a gladiator is probably the best. Even if you do decide to switch to another tank, gladiator's cross class abilities are essential (mostly provoke, but some other's are nice too). It's got the simplest rotation as well to ease you in. The only real problem is you get your tank stance first (sword oath at lvl 30 as PLD) rather than your your tank stance (shield oath at lvl 40). This makes things a bit difficult in that lvl range as people begin hitting harder in those dungeons and if you aren't on top of your game, they can rip aggro from you fairly easily. But that is really only the case for a few dungeons and if the DPS and healer are REALLY on top of their game (or you are really not on top of your enmity).

Holding aggro as a PLD may be a tad more difficult at lower level dungeons, just be sure to use flash. It may be hard to get used to using a non-damaging more to keep enmity at first, but you get used to it :P