You'll be able to start doing dungeons at 15, guild leves and guild hests open up at 10, I believe. Do main story quests as these will open up the most options for you. If you're looking for FC's pay attention to shouts by people recruiting for FC's (FC=Free Company; basically a guild). You can also search the forums here and check your server: http://forum.square-enix.com/ffxiv/forums/820-Coeurl. You can generally choose what kind of FC from what is being advertised. I found a great FC on my server this way! Most helpful FC's are the ones that advertise for particular players, imo.

Good luck!