Pretty much what you are currently doing, follow the Main Story Questline (MSQ) is a priority. Side quests, fates, and leves are filler experience points to get you to the next MSQ check, which can be locked behind a minimum lvl. Class quests and later Job quests are important for unlocking key abilities for your class. Also if you have joined an FC, great, but if they do not help you, chat with you, or at the very least have the Heat of Battle XP buff up, you're better off leaving and allowing yourself the chance to join a more helpful FC. Keep at it, enjoy the Main story bc it's a good one, and happy leveling!