New player looking for help

[Anova]

Not quite. You can use skills and abilities from other classes with your own, to augment them. Most of these are utility abilities, such as damage buffs or %damage leech (recover hp dependent on how much damage you deal). You can also use stuff like protect and cure on your lancer, just to make solo leveling faster. A complete list can be found here.

When you get to level 30 lancer, you can choose to specialize in what is called a Job (Dragoon in this case for Lancer). Doing so requires that you have a second class leveled to at least lv.15 (for Dragoon, it is a level 15 marauder). These Jobs provide extra stats, unique abilities, and access to very powerful unique equipment only usable by that Job (not the class) at the cost of some versatility. You can generally put off a dps job until level 35 or 40 (although Dragoon's lv.30 ability is really useful, being a free attack that's off gcd every 30 seconds), but you should have the job unlocked as soon as you can.

The best thing is that these Jobs do not start at level 1 but start at level 30 or higher. The Jobs are the same level as the base class they are based on (for Dragoon, it is always the same level as Lancer). Any exp you earn as a Dragoon will also level your Lancer, so if you gain a level as a Dragoon, you gain a level as a Lancer too and vice-versa.