Hey there! To change in-game language, you can open the program called 'FFXIV Config' and select your language in there. It will affect the entire game, aside from PC speech. Players speak in whatever language they know, and since it's too loose to translate properly, that obviously won't get translated. However, there are many useful phrases that you can use with the 'Auto-translate' tool. To do that, type part of the phrase you want and push the 'Tab' button, then hit 'Enter' on the choice you want. This will cause the phrase to show up in whatever language the listeners' games are set to.

For the linkshells, you just have to find somebody in the game who is willing to invite you to their linkshell. You can also make your own from a certain NPC in each city who gives linkshells out to create.

And yes, you can play any class on a single character! To do this, just equip different weapon types and you will automatically change to the corresponding class. Be careful though, as having many classes may also mean having to hold a lot of different items, and you only have 100 inventory slots available, although that's much more than was given in FFXI

Hope this helps!