1. Parties for the big grinding exp, levequests to fill in during solo play when you don't have much time.
With quests, it will give a "recommended rank", which you have to be at least to get the full experience point reward, otherwise it scales down sharply if you're under that level.
2. Gysahl is known to be Japanese heavy. Come to Lindblum either way, lots of friendly English people, like muah.
3. Crafting your own stuff is pretty sweet, saves you a lot in the end, but is by no means required.
Yoshida consistently mentions only being able to "master" one craft, though the entirety of the meaning of that statement has yet to surface. Just something to keep in the back of your mind, your number one choice.
Edit: Feel free to yell at Eden Archangel on Lindblum