Hi, Jitte! Welcome to the game!

Yes, you remember correctly. The vast majority of players on every server have moved to Uldah. If you're looking for other players, you'll want to head there.

As for how you get there, I can suggest a couple of ways.

First, running. You're on the right track. Jump on the ferry in Limsa Lominsa. When you get off the ferry, you'll be in Thanalan. Here's a map of Thanalan. That's generally what your in-game map is going to look like, too. See that picture of a big anchor over there on the left? Those are the ferry docks, where you'll be starting out. If you zoom the map in a little, you can see the white path you need to follow to the East. The only tricky part is that first dark area that you pass through just off the docks. That's kind of a lowered area, and there are sometimes higher level mongrels in there that will aggro you. Just give them a wide berth and run around them. Then, as you get to the Eastern side of that dark area, you'll run up a path that will take you uphill. Then just continue East -- avoiding any mobs that will aggro, like antlings -- until you get to Central Thanalan. The road there is going to T. Take the path to the South. That will lead you right to the front gates of Uldah.

You should be able to get there fairly easily. Just avoid any mobs that will aggro you, and try to pick up any nearby aetheryte crystals so you can teleport back later.

Second, you can ask someone else for a teleport. If you find someone nice enough to do that, they'll invite you to a party, and then teleport both of you to Uldah.

Either way, when you arrive in Uldah, don't forget to go to the Uldah crystal, open your main menu and click on "Aetheryte." That way, you can teleport back anytime you want, instead of running.

As for XP, they're currently changing the focus of the game. XPing used to be based primarily on leves. But now, they've made it so that leves are primarily solo-oriented content. You can still get a bonus to XP from "leve-linking" with a party, but the bonus is pretty small.

Fortunately, there are other ways to level. Storyline quests, job quests, and side quests all give XP. You get side quests by interacting with NPCs who have exclamation points over their heads. And quests and leves can also give gear as rewards. New quests will become available as you level up.

And at level 25, you can start entering the brand new dungeons. Those also give XP. And although I haven't been able to do them yet, they're apparently a lot of fun.

Your best bet for finding new gear is checking the Market Wards in Uldah. You can either use the "search" feature, or there's an NPC in the middle of some wards that sells gear up to level 20. The NPC's prices are kind of expensive though, so you might find a better deal elsewhere.

But your best bet for finding new gear is to join a linkshell. (See below.) Hand-me-downs are a great way to get new gear.

As for the social aspects, I have no idea how full or busy your server is. Some servers are apparently more busy and more social than others. My experience is that most people socialize in Linkshell chat -- which can only be seen by people in that linkshell -- rather than just talking through general chat. So I can assure you that people are talking, you just can't see it.

Check the forums for your server, and check some other posts in these New Player forums. Lots of linkshells post ads looking for new players. You might be able to find a linkshell that way. Or you can just get to Uldah and /shout that you're looking for a linkshell.

Regardless, I think the game is much more enjoyable if you have other folks to enjoy it with, so I'd strongly suggest trying to find a linkshell. You can have up to 8 linkshells at one time, so feel free to join more than one.

Welcome to the game. Have fun!