Need some help understand the class/job system

[Dualblade]

You can; the difference between being in Thaumaturge and being in Black Mage is literally whether or not you have the Black Mage soul stone equipped! With that said, the further you go into Black Mage, the more skills you will receive that are completely unique to Black Mage and can't be used in Thaumaturge, and the more important those will become to your capabilities. Before long, you won't have any reason to swap back into Thaumaturge, really.

Don't forget that the soulstones also give extra stats while equipped, making you that much stronger.

[Vabryn]

Everyone is incredibly helpful here so thank you. While I'm here does anyone have any tips on how to go about leveling a second class? considering you're missing the main story to lead you around quest hubs.

[Garlyle]

Everyone is incredibly helpful here so thank you. While I'm here does anyone have any tips on how to go about leveling a second class? considering you're missing the main story to lead you around quest hubs.

The first thing is good news: Whenever you're levelling a battle class that's lower levelled than your highest, you receive a free +100%(!) experience modifier up to level 50 (it's +50% after level 50 though), which is pretty huge. This applies to anything that can receive EXP bonuses, so FATEs, dungeon mobs, etc.; only quest reward turn-ins and similar static EXP rewards won't benefit.

The first steps I suggest for any class is the process of getting them to 15, which is easy enough. Crack open your Hunting Log and go kick some mob butt; clear out a couple FATEs that spawn nearby as you do, and clear your early class quests as well. It's amazing how fast the first few levels will actually just fly by with that experience bonus. Once you're able to start participating in group content, the Guildhests give an EXP bonus to every class the first time that class clears them. At 15 you can start running dungeons, which hilarious amounts of EXP with the +100% armory bonus. You'll easily be netting a level a run or more.

[Shougun]

Everyone is incredibly helpful here so thank you. While I'm here does anyone have any tips on how to go about leveling a second class? considering you're missing the main story to lead you around quest hubs.

As Garlyle points out, you get a huge bonus for having a higher leveled class/job - so that is very helpful and it makes the main story line that more helpful (taking your first job through without a bonus).

This link has a lot of points on ways to get exp and even a recomended effeicency: http://ffxiv.consolegameswiki.com/wiki/Experience.