Ugh! Just returned and am frustrated.

[Ozreth]

You can actually walk from Gridania to Ul'dah. Just travel to Central Shroud -> South Shroud -> Eastern Thanalar -> Central Thanalar -> Ul'dah. You should be relatively safe if you stick to the roads and sprint if anything aggros.

I would check your quest log first then areas you've been to for the main quest. It has sort of a fireball icon, unlike other quests.

Right, and I could walk, but I just feel like I should be able to get on the dang airship at level 30 haha.

I would look up the Quest Progression online and then see what your log says the point you are at is. That is how I found my way when I got lost.

Good call! Thanks!