I'm pretty sure this can be classified as a bug... After changing control config on one character and then creating a new character, this can lock you out of being able to do certain actions during the opening tutorial.

I have my target filter set to change with shift+arrow key up or down, with Friendly target filter as default. When it comes time to fight in the opening tutorial, I am unable to change target filter from Friendly to Enemy from the keyboard, and as such become unable to target the enemy or enemies I'm supposed to fight. Tried in Ul'dah, Gridania and Limsa, all had the same issue.
I could get around this by removing my hands from the keyboard and grabbing the mouse every time I wanted to target a new enemy, but from what I understand this game is supposed to be playable any way you wish. That means full keyboard functionality, even during the tutorial... maybe it should check what your existing keyboard config is and not lock you out of the ones you need to use to proceed.