I think this may help:

How to get to Ul'dah from Gridania

First, make sure you've visited the Aetheryte Plaza in Gridania and opened the interation menu there at least once so you can teleport back whenever you want. Gridania is a city nestled in a thick forest, so it sounds like that's where you are. Unfortunately, server population being what it is, everybody is in Ul'dah, the merchant city in the desert. Here's how to get there.

Exit the city (south). Look at your map (M). No matter which exit you came out, you should see Camp Bentbranch. Head there and continue to follow the road past it. It heads due south but wiggles back and forth a little. Keep running, following the road. It should take around 15-20min to make this run. You should pass in order: an entrance to Tam-Tara Deepcroft on your right, Buscarron's Fold right in the road, and a trail leading to Camp Tranquil on your left. Keep looking at your map to make sure you're on the path. You'll eventually hit an exit to Thanalan, which is the desert region.

Now after a short loading period you'll be in Thanalan. The road now goes Southwest over hills and such past Camp Drybone. Keep going west and you'll reach Camp Black Brush. If you check your map at this point and follow the road south from Black Brush, you'll see Ul'dah. Go in the city and you should see a lot more people than you're used to. You should be able to shout and find a group with a little effort. Your goods will also move through the market more quickly.