The Lodestone can tell you about Free Companies, but you can only join them from within the game. You have to be invited by an existing member who has been given recruiting rights by their FC leader. You can either ask for such invites through chat, as Chesder mentioned, or you can submit a request through their Company Profile window.
You can right-click on another player in-game (or select them and use the square button on PS3/PS4 controller) and select "View Company Profile" from the subcommand menu. This brings up a window showing basic information about their FC, how many players are in it, how many of those are online, what areas of interest they're focused on, whether they have a house, and so on. If they have their Recruitment setting set to Open, it will also have a "Submit Application" button available, which is essentially a way to send a message to the FC's officers requesting an invite to their company. (Oh, and if the FC has a house, you can also get to that Company Profile window from the Placard at the entrance to their yard.)
They're private chat channels where you can talk with all the other members who have joined that linkshell. Some are for general purpose socializing and some have a specific focus. So, it's kind of like the chat part of an FC, but without all the other features like a company chest, company actions, housing, etc. You can be a member of up to 8 linkshells at a time, but can only be a member of one Free Company.
Some monsters drop elemental shards, and there are a few quests that give them, but mostly they come from the Botanist and Miner gathering classes. If you take up either of those, you can gather the shards needed for crafting as well as a bunch of other crafting materials. If you want to take up crafting and not spend a fortune on it, then you'll want to advance the gathering classes as well, since many items are obtained either exclusively or primarily though gathering (or purchasing from other players who gather them, but that's the expensive version).
Crafting itself is entirely optional. Some players advance their crafting along with their main combat classes so they can make their own gear. Some wait until after they've leveled up their main class/job before starting. And some never get into crafting at all. Personally, I found it really helpful to be able to make gear while leveling up, but doing them together does take significantly more time than just leveling up a single main job by itself.
At endgame, crafting is useful mainly for cosmetics and the ability to repair your gear, whereas while leveling up, it can provide you with significantly better gear than you'll likely have access to otherwise. (So waiting until you've finished leveling your main job before starting on crafting is essentially giving up on one of crafting's purposes in exchange for faster initial leveling.)



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