If this a a reoccurring problem for you OP, I would suggest asking a FC mate that plays your class to come with you to a dungeon and critique your play style, you can learn a lot from another player and it will take pressure off you.

Other then that, have you done the novice quests? (The ones that award you with lvl 15 black coloured armor) And are you able to use the Novice network?
There is also a lot of nice videos on youtube directing you how to play individual jobs more efficiently/ general tips.