Surprising amount of misinformation in this thread.

Here is my suggestion:

Classes:
Gladiator - lvl 22
-- Cross class skills:
-- Flash
-- Convolesence
-- Provoke

Pugilist - lvl 12
-- Cross class skills:
-- Second Wind
-- Internal Release
(( Mantra later in game is nice but needs Pugilist to 42 ))

Marauder - lvl 30
(You need 30 MRD and 15 GLR to unlock the Warrior job)

LEVELING!!!!!!!
Just do the quests that you come across, the occasional Fate if it's in your path, and the daily roulette's along with the main and class quests and you will level up just fine. Dont worry about leve's they are dull and pretty low xp. Don't forget to unlock you bird-horse and the combat version as soon as you can. As a WAR I find the healer bird best as I can already put out enough DPS.

Hope that helps you, welcome back!