Being kicked from dungeons, not able to complete quest

[Niwashi]

it also seems a waste of time keeping the gladiator, i spent two weeks of my months subscription getting to lvl 25.
but now i am going to have to spend another two weeks finding a role i can play, and building lvl up so i can finish the storyline quests.

Well, it should go quicker on your second class. Besides the fact that you're more familiar now with both the game and the world it's set in (which would be enough to speed things up a bit by itself), there's also a 50% XP bonus that you get when playing a lower level class. (That's lower than whatever your highest class is, so if your highest is level 25 as GLD, then you'll get that 50% XP bonus on your next class from levels 1-24.) That helps speed things up quite a bit while you're catching up to where you left off.

i am more worried that i have to start quests all over again, and hope that they are not locked to a role.

The only quests that are locked to a particular class are the ones you get each five levels from your class guild. You'll get another set of such quests for each class you unlock, and each has to be done with the class it's designed around.

All other quests, though, can be done by any class you have at a suitable level for it, including things like starting a quest with one class, completing some of its objectives with a second class and turning it in with yet a third class.

1/ try to have your equipment up to date with your level, means spending some gil to buy some on the market board

Also be sure it's the right type of equipment. The equipment descriptions list which classes are allowed to equip it, but that's not always the same as being suitable for the class. Gear designed for either magic caster classes or crafting classes will usually have the designation that it's usable for "All classes". Gear designed for the DPS DoW classes will designate that it's for "Disciples of War". But there's better gear yet (with significantly better defense values) that's only equippable by tank classes, and that's what you should be getting as a Gladiator. It will list the specific classes/jobs that are allowed to equip it, so look for gear that specifies either "GLD PLD" or "GLD MRD PLD WAR". That's the tank gear (which unfortunately isn't explained well within the game itself, so a lot of new tanks go in with DPS gear instead thinking the "Disciples of War" designation means it's suitable).