Welcome!

Coming from other MMO's, FFXIV came across that way when I first started. Don't worry, there's plenty of times in the game where you'll be required to party to progress through content.

I also suggest intentionally seeking friends; having a few good friends makes the game feel a lot less lonely. Joining a free company as mentioned above is a great step in the right direction. In fact make that a priority, you can get various buffs that can make your playing experience better in addition to being with like minded people. Make sure to join one that is suitable for you.

Social Linkshells and the novice network I also recommend joining. Have fun!