Joining a free company is optional, its like guilds in other MMOs ther just called free company's in this game. There a great way to meet other players, Some FC focus on sertin parts of the game like PvE, PvP, Rp, Raid..etc. And there great if you need help with dungons and such.

Joining a Disciples of land or hand is great for making gil. You can unlock them all and lvl them all if you so wish to. This is the same for Disciples of War and Magic. I sagest lvling a Disciples of War or Magic first before you really focus on lvling Disciples of land and or hand. As youll need to unlock areas(like Ishgard) to get mats and stuff for them.

All mmos can be a bit overwhelming at first, you'll get it thou in time.