I'm only a noob, so my tips may lack of interest content or useful information, but... I want to help you, so I'll tell you what I did for my lancer.
First of all, when you reach level 10 and with that gain the chance of taking other classes, you should go to Archer's guild and make an archer, is in Gridania too and won't take you too much for taking some skills you can use and are useful for the lancer such as straight shot (Gives you 20 seconds of 10% critical chance, it's something) and Raged Strikes (More attack, but the recast is too high). You have also the option of use Venomous Bite, a DoT skill but I don't like too much those and I think it's just better to increase your power of attack and doing combos.
Eventually you'll learn Impulsive Drive, Feint, and some skills you'll rarely use... I have not used impulsive drive yet, because the first skill + vorpal thrust is more worth of use. Feint is useful for slowing a boss of FATE or something, but notice that it won't be so effective, the first time the effect will last 20s, then it will last only 10s... Then... Don't even try feint again. Later you'll learn heavy thrust, this is a really important skill. It deals good damage is used by the flanks, but what is useful it's not really the attack itself, it will give you a buff of +15% damage during 12 seconds... I tried and yet nowadays I keep trying to maintain attack status such as the heavy tthrust + straight shot + internal release (another 10% + critical) when fighting.
Problem is that it's not easy to use heavy thrust sometimes because you have to deliver it from the flank to receive the +15% attack buff. Here you can do two things... Use legsweep, a skill that provokes stun in the enemies, so after stun them you fastly move to their side and use heavy thrust. Or Just change to another move that is not targeting you (Example: another mob other player is attacking, in case of FATEs, or another of the mobs that the tanker is taking, just a heavy thrust won't steal aggro.)
Always maintain heavy thrust nice. Also another thing, trying to heal using a lancer with cure spells and such can be a little annoying and painful... You'll have some ways to obtain HP. For example using Second Wind of the pugilist, Bloodbath of the Marauder (I love this one, you active internal release, raged strikes, straight shot, and... Well, everything you can and then use blood bath so you recover a lot of HP that way while dealing damage). When you are not using bloodbath or other heal ways you can active keen flurry and other defensive skills until charging again bloodbath.
Later you'll gain Life Surge that is another good way to recover HP, it will grant you a critical 100% prob the next hit and allow you to restore 50% damage dealt. I personally loved to play my own minigame "Let's do it critical" and try my best critical with heavy thrust effect, raged striks, and then vorpal thrust. (Later became Full Thrust). So in other words Life Surge is good to use before doing the best attack you have.
Another good way to recover HP I like to use with my lancer is Mercy Stroke, you can learn it from Marauder too. When an enemy is down of HP, if you kill him with that attack you'll receive a certain HP. I use it against boss when there appear adds, I kill adds and use Mercy Stroke in one of them for recovering HP...
Yeah... Pretty complicated to heal being a Disciple of War, in my opinion, but funny and worth of it ^^
I have to say that my lancer is only level 28 so I can't give you any more tips, only those starting tips that, of course, the opinion about it can differ from others.
Hope you enjoy the class, It is my third favorite, a good damage dealer and not so linked to the positions like PGL is, also full thrust combo is just awesome when you learn it, you have access to some items that are only for tankers and lancers (basically only for lancers, because tankers have even better only for them) that gives you more defense than the ones Pugilist and Archer use and you can take easy in dungeons. So far, this is actually my class that more damage deals, probably only thamaturge deals more damage but... While they are casting they are not attacking, and I mean, may they do a 200 critical with a spell while you do 160, but when you do that 160 you also can do 50 -70 critical with normal hit so.... So far the lack of the lancer I see is that has no AoE... But it's pretty the task of the lancer to kill enemies one by one, in my opinion.
PS: Sorry, sometimes I don't take the bothering to correct my English failures, not my native lang.