I wouldn't say that joining a Guild/Free Company is a must but it might be a good thing to do. Joining a Free Company might make it easier for you to get into certian Story Dungeons/Trails so that you don't have to wait in the Duty Finder for 40mins.
But I suggest that you only join a Guild/Free Company that you want to join.

It might just be that they're both DPS classes. I'm not sure, maybe someone who is a bit smarter than me could answer that.

If you want to level up Gladiator I suggest that you do Fates and maybe some Guildhests! Make sure to use the daily Guildhest roulette to get a pretty good chunk of EXP once a day.
Another way would be Levemetes.
The Levemetes for level 10 are in Central Shroud, Western La Noscea, and Western Thanalan. The quests can be accepted in the main towns in that area or in the main cities.
You however need to unlock the ability to do Levemetes in each town but it's pretty easy.

I hope I could help you at least a litte bit!