There are methods on how to use alt+tab without going windowed mode but they cannot be discussed here, you have to google that.

For the city, as of now, until they implement the guildleve changes and content, Ul'dah is your best bet in finding people its the most populated city in pretty much all of the servers. Get yourself a linkshell (known as a "guild" by your kind) as soon as you can just shout on a city (if you are on Ul'dah its much better) and type something like this.

/sh New player looking for linkshell, please help

the /sh is equal to trade chat from your kind, it makes your character "shout", its zone-wide so if you are in a city anyone in the city can hear you.

Your map is super useful, so use it when you're in a city, press m to toggle it.

Don't worry about your guardian deity, its merely for roleplaying purposes, it does nothing for now...

You are correct, there is no pvp here.