Welcome to FFXIV Jannso 1 thing I will say about XIV is that there is alot to learn! but thankfully the community is nice and is always helpful and there is a in game help section if you want to look things up.

Now to change jobs you need to clear your LV10 *might be LV15* class quest and then your guild master should say to you now you can change to something else. Once you are able to change class, to unlock other classes you need to go to their guild and talk to the Guild receptionist and a option should appear saying "So you want to be a" and then you do what the quest tells you to do and when your done the quest reward is your starting Weapon for that class. As soon as you equip that weapon your class should change ^^ Any more questions feel free to ask \o