New player need some help

[Niwashi]

Well, it's hard to say what to do next if we don't know what you've already done.
This link:
http://ffxiv.gamerescape.com/wiki/Ma...est/Level_1-15
has a listing of the first 15 levels of Main Scenario Quests. (As a gladiator, you must have started in Ul'dah, so you'd be doing the ones in the third column. Ignore the first two columns, as those are for players who started in Gridania or Limsa Lominsa.)

Check the "Completed Quests" tab of your Jounal with "Main Scenario Quests" category filter to see which of these you've already done and where you need to pick up from.

Then there are lots of sidequests as well. They're marked on your in-game map, so shouldn't be that hard to find.