Glad to see completely pointless arguments have made their way into a simple "which tank should I level first?" topic.

Anyway, as many have mentioned, GLD is your best option. If you're starting to level physical DPS you level LNC first, if you're starting to level caster DPS or healer you level BLM first, and if you want to level a tank you go with GLD first. Even if GLD isn't particularly amazing >35, it'll get you a good feel on how tanking works. MRD isn't much different, you just press your AOE less. Anyone who tells you MRD is just "spam OP" doesn't remember what low level MRD is like. I do find MRD more fun than GLD, and consequently WAR more fun than PLD, but that's irrelevant because the first thing you'll want to get out of the way as a tank is Provoke.

Once you've gotten Provoke, then you can either stick with GLD or play the field. MRD is a lot of fun, as is DRK, and people find enjoyment in playing all 3 for one reason or another. While I've never been fond of GLD, you might love it, so I'm not going to try and shove my opinion down your throat.

Here's 2 quite useful images that will give you the jist of what you need to know as a tank, the first is more basic knowledge and the latter is more technical:




Hope you have fun with tanking - it can be a very demanding job, but it can also be very rewarding. Don't feel forced into it, but I'd recommend sticking with it as long as you can muster as it only really gets engaging at later levels.