Hi, Morfessa. Welcome to the game!

Like Zenaku said, most players have moved to Uldah. So that's where you'll find the most people to interact with.

If you're looking for a linkshell -- and I think that's always a good idea -- I'd suggest checking out the forums for your server. Many linkshells have posts in there advertising, in case you want to join one of them. You can also check out the server forums over at Zam. (link in text)

The other option is just to go to Uldah and /shout for a linkshell, or wait until you hear someone /shouting about one you can join.

Like Zenaku said, there aren't any player banks or houses yet. FFXIV has retainers. In any Adventurer's Guild, there's an NPC at the counter you can talk to that will allow you to hire a retainer. A retainer is sort of like your own personal servant. They can hold your stuff, or you can put them in the market wards to sell your stuff. (They don't cost you anything.) Once you've hired a retainer, anytime you want to call him/her -- whether to give them stuff to hold for you or change the items they're selling -- you can go to a Retainer Bell. There's always one in the Adventurer's Guild, and there's always one other somewhere in the city (check your map for the little bell symbol). Just stand in the area of the Retainer Bell, open your main menu, and click on "Summon Retainer."

Right now, you can have two retainers. So you're basically tripling your inventory size.

Hope that helps.