Hi, this web site has useful suggestions:
http://www.reddit.com/r/ffxiv/commen...0_in_patch_22/
The paladin tanking compendium in this forum already suggested is also very interesting.
I would do Aurum Vale, become a Second Lieutenant and obtain the ilvl 55 GC weapon if you don't have anything better. Probably there will be higher ranks in the future so being a Second Lieutenant is good anyway. There are ilvl 70 weapons at the market boards, but probably you won't have gil enough, since they are expensive.
The daily roulettes are very useful for tomes. At first, until you are more confident or geared, you can do the Main Story and Low level roulettes (100 myth and 60 myth tomes). Of the high level dungeons WP is the easiest. Once you are more confident or/and geared you can do the High Level roulette. The minimum ilvl requirements are quite low, if you go with the minimum you might have difficulties.
I would start the relic quest soon, taking it easy while you do roulettes and gear up. When you arrive to Titan HM you'll probably have enough gear.
This is a good moment to obtain the cross-class abilites if you don't have them, there are threads in this forum about it.
CT is good for tomes and loot, and not difficult, only it's sometimes chaos if the group is not coordinated or does not communicate well. I would do it as soon as available.
Start earning soldiery tomes when you can. Spend the soldiery and myth tomes depending on what you need more, what drops you have, etc. The HQ Wolf accesories are ilvl 55 and have good stats until you get something better, if they are not too expensive.
Once you are geared and exp enough try to obtain your 450 soldiery tomes a week while you do other things, the Expert Roulette is very good for this. The myth tomes will accumulate, but you will need a lot for your gear, the relic oil and Zenith upgrade, and later the Animus upgrade.
After you have the relic and are better geared, next steps are Coil, the Extreme Primals and finally the Second Coil.
The Atma and Animus upgrade will take a lot of time and you can do them while you advance in other content, once you have the Zenith weapon.

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