Two Players, Two Differnt Starting Towns

[gadzi_h]

Travel between those two cities isn't impossible on foot, but there are class quests every 5 levels to deal with, and the main story quest lines are based around the starting city and different for each character.

You can travel by foot between Ul'dah and Gridania. You need to go to Ul'dah > Central Thanalan > Eastern Thanalan > South Shroud > Central Shroud > Gridania. I wouldn't recommend it unless you are about level 20-25. But by then you will have an airship pass through the main story quests. You could always see if you could get a high level character to escort you.

I think your thinking of Limsa Lominsa.