Follow Niwashi's advice. He covers all the major points.

The side quests you find are a lot of fluff. Do them to get acquainted with the world and the lore rather than the experience gain. Some do give good equipment too, which you might find useful, but if you ever feel like it's becoming a grind, take a break and do a hunting log or sightsee log, or a dungeon/guildhest. Those also give you experience.