Hello! Welcome to the community. We're(i have chosen to speak for everyone - they're probly cool with it) happy you're enjoying the game and hope you continue to. On to the questions. I will start by seconding the advice from MistakeNot and Niwashi, they both make excellent points. Now i will ignore everything they said, and answer your questions for myself.
1. Past preference is a great place to start when deciding what to play. This game treats every class a little differently though, so if gladiator tanking doesnt feel right then by all means try out some marauder tanking for awhile to see if it fits you better. And yes, while youre at it try out conjuror(you need 15 levels to advance into paladin anyway) to get a feel for healing, and one of the DPS classes(maybe pugilist or lancer?) so you can see just how they stack up. You may currently feel your solo quest kills are going too slowly, but some of the advanced quests are SO much easier for a tank then other classes(taunt the enemy off the NPC you need to protect, kill it, win) that it will even out in time. And you may not realize this yet, but this game gives tanks a super-power that isnt well advertised: insta-que's! A tank gets into most dungeons and trials almost instantly, while a DPS might have to wait a long time for a group slot(healers are inbetween but usually closer to tanks). You can potentially use this to even out some slower quests by making up lost time with a dungeon. As for what to combine, gladiator uses cross skills from marauder and conjuror so definitely those, plus anything else that seems fun to you.
2. Your job quest is level 30. Each job is modeled on a particular class, so you need the class that matches your job at level 30, you need to have finished all of the quests for that class, and you need a particular other class at level 15 or higher(the main storyline also needs to be advanced to a certain point, but that point is in the low-20s, so most people are there long before they hit level 30). For Paladin: you level Gladiator to 30, do all the quests for it, and get Conjuror to level 15. Then the Paladin quest becomes available at the Gladiator guild. If you decide you like Marauder better then get that to 30, do those quests, and you will open up the Warrior quest at the Marauders guild(your Gladiator level is already high enough to meet the secondary class requirement). Paladins and Warriors are both excellent tanks, and either would be a fine choice. My somewhat simplified understanding(i dont play either, so i defer to people with actual experience if i state anything that would oppose what they say) is that the Paladin is harder to kill/tougher but Warrior does more damage to make up for it - both can keep the enemies attention when played well. As for leveling, remember that super-power i mentioned before. All the dungeons you want as soon as you want can certainly speed up leveling. At this point, you should have your first good roulette unlocked - Leveling. Once per day this gives you a big exp boost, in addition to being a dungeon(usually) full of things to kill. Its worth something like a level per day, so do this a few times a week(or daily for that matter) and you can speed things up to your liking.
3. Well if you do more dungeons, you'll use more of those tanking skills. But as has been pointed out, everyone starts with just a few skills and use more as they level up. I main Black Mage, and at your level 95% of what i did was Fire 1 spam(damage), Transpose(stance change), Blizzard 1 spam(mana regen phase), Transpose, Fire 1 spam, repeat. I had a couple other spells, but they were mostly situational - kinda like your tanking abilities. Now ive got 10-15 spells that i use constantly, and another 10-15 that are situational, so just leveling up will give you more variety. Also, as Niwashi pointed out you should have some cross-class slots open. Level up a few of the melee classes to 5 or 10 and you should find some new tricks you can mix in. Marauder and conjuror, since they carry over to your potential time as a paladin are double important for this step.
General advice:
Keep up with the Main Storyline Quests(MSQ for short)! The game has a great story, but this is also the primary way to unlock more content. Most of the things in game that are locked, are gated by certain story quests(they ask you to do ____, now ____ is open). Even if you decide to take a break from the story, its a good idea to at least have the next quest in your journal. The story will take you all over the world, and its possible to forget where the quest you never picked up was at.
Explore! Remember what i said about the MSQ opening up content? Well it does, but theres still a LOT of side-story content you can miss if you get tunnel-vision on the story. There are side dungeons, extra trials, and a lot more that only happen after you find them elsewhere in the world.
Experiment! The game doesnt limit your character to one class/job, so try some of them out. Try crafting and gathering. You never know what new passion you could discover.
Make friends! Ok, no brainer here, but online games are more fun with friends then as solo affairs.
Don't be afraid to ask for help when you need it! You're already here, so this one is also kinda common sense, but i'll reiterate anyway. If you arent sure, feel free to ask. If you arent comfortable with a certain dungeon, point out to your group that youre new and they will usually(9 out of 10) either cut you some slack for any goofs, or actively offer you help and encouragement so you can get better.
Finally, Ignore any haters! This is the internet, and we all know some people suck when you let them be anonymous jerks. Just ignore those people. Most of the people in this game are great. Be one of them - one of us.
And you thought YOUR post was a wall of text.