It's not a clear-cut yes or no either way.

On one hand, a lot of useful skills take very little time to get. Foresight from MRD and Cure from CNJ are both level 2 skills, which is a matter of picking up the classes and killing maybe 5 things each. Those are both classes you'll be leveling eventually for your Paladin job, too (you need CNJ at 15 to unlock the job quest at 30, and MRD has more cross-class skills that are useful for PLD), so that little bit of work now isn't wasted. Featherfoot's only level 4, but you won't be able to use it once you go PLD.

On the other hand, they're not insanely vital at low levels. They're nice to have (especially something like Cure when you're soloing), but you can get away without them.

I'd personally lean toward the very brief detour to pick a few up, but if you decide to push to 30 first, that's not going to haunt you to the end of your days.