You have 3 options available for your class change now.
1) You will need to acquire and finish two quests to unlock the class change ability and to travel outside La Noscea.
You will need to reach Lv.14 and complete the main scenario quests until you receive, Lominsan Envoy. This quest will unlock airship travel and introduce you to the other two starting towns. You will want to stop at Ul'dah and Gridania both to visit the Gladiator and Conjurer guild halls and get the class quests.
If you haven't done so, you will also want to complete these 3 class quests related to your marauder, Lv.1, Lv.5, and Lv.10. When you finish the Lv.10 quest, you will be able to talk to any other class guilds and add them to your available classes. These quests also provide you with up-to-date equipment and xp.
2) You are still Lv.4, so it isn't too much trouble yet to simply restart with the Gladiator class in Ul'dah. That is also an option. Just know that you will eventually want to level Marauder up as well. How much your level it depends on you, but most stop at either Lv.8 or Lv.22 because of specific cross-class skills.
3) A last option is to find someone who can buy you a weathered shortsword from Zanthael in Limsa Lominsa. I'm not certain if they patched it or not, but these vendors exist in case you accidentally delete one of the Lv.1 weapons and need to re-equip it to level your class. I know however that you can't buy them until you unlock the class, although they can be traded and players used them to acquire classes back in September when they didn't have airship travel (I'm looking at all the legacy players starting in Ul'dah/Gridania who bought Lv.1 arcanist books so they could use the story quests to level the class). Just be aware it costs 63gil to buy from the npc and avoid overpaying (although a tip is always appreciated).
You will still want to complete the Lv.10 class quest as marauder if you go this route as it unlocks the other class quests, and gives you a feature that lets you save equipment sets to quickly change classes. Having to manually slot in 11 weapons/armor/accessories every time you switch classes will just kill your soul. Blacksmith is also a crafting class that will be useful as you will need to craft or buy your weapon upgrades from the marketplace/npc until Lv.15 using this trick.


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