ARR and Beyond!

[Raldo]

You should definitely try whatever jobs interest you, but I generally advocate getting at least one job to cap (unless you start to dislike your current job) before bothering with others, and working on plowing through the main story so when someone asks "Hey, want to do XYZ?" you aren't forced to say "Sorry, I don't have access to that content/zone/whatever" (which has happened quite often in my FC recently with those who drag their feet on the main story...).

Aside from that, it's worth noting that important quests (quest chains that unlock various content) are somewhat blue and marked with a little + sign on the ! marker. You should definitely prioritize those over other sidequests.

Hopefully this image displaying the !+ sign works...

[Iscah]

I generally advocate getting at least one job to cap (unless you start to dislike your current job) before bothering with others

I don't feel like that's the best approach - there's no real point to being max level before you get to the end of the game. It's more useful to keep your main job roughly equal with the MSQ so you can continue to earn EXP from quests throughout the game. (I'd suggest "two levels above current MSQ quest level" as a good balance - you'll never get caught out by the quest level going up and locking you out of continuing the story.)

It's also fairly easy to raise two classes at once, especially if you like to do all the side content - I was leveling summoner and white mage equally throughout Stormblood, using summoner for story progression and white mage to run daily roulettes.