Yes, you should join a free company, because you can enjoy a lot of benefits and get help and guidance in game from other FC members. Don't take the first offer. Look at the company and see what their rank is and whether they have housing. That will give you an idea of what they have to offer. A rank 8 with a house is pretty well equipped to help you.

Wait to pick up some DoH/DoL until you reach the part of main scenario where you have to join a grand company. You can do daily "turn ins" for each discipline that will level you faster, and get you grand company seals.