Yes you will want to get PLD at 30. Or very soon after. You can still tank as GLD in your 30s mostly fine, but hitting the 40+ content, while the rest of your party is bringing their upgraded Jobs, will be hard to tank. So at some point, yep, get that CNJ going.

If you are out and about doing quests in the world, or hunting log, or whatever, you can always practice tanking on those mobs. Practice that Shield Lob. Shield Bash. Flash. Doing a full rotation. Flashing in the middle of rotation. Flash will not break your combo chain. Especially mobs that do some sort of line, aoe, or cone attack. Try to time your shield bash, or ways of avoiding that cone aoe easier (which is tanking as CLOSE to the mob as possible, so that you are at the very tip of the cone, and won't have to move as far to get out of it). So you can maybe get a lot more comfortable with your "tanking" abilities without actually being in a group.