Search the forums for "visual tanking guide" it is a great place to start. FFXIV was my first MMO as well, I picked a tank class (WAR). Was a steep learning curve as when you are tank, you are the somewhat leader of the party. Worth watching a video prior to runs, and do a google search for 'tanking guide', some really good ones out there.

I have a macro set that I use at the start of dungeons I am not very familiar with, but have run once or twice. <new adventurer><please assist>. Generally people will give you a bit of space if they know you are new. If you have a lot of trouble, use party finder to get a group together and ask for tips/feedback in the description. There are some really experienced players that have completed most of the content and levelled all of the classes that will do a run with you and give you class specific tips on what you are doing wrong.

Good luck, and most of all have fun!