New guy. Help please

[Enkidoh]

Welcome to Eorzea!

How can I get stronger atm, any quests I can do or gear I could get?

There are many ways to gain EXP to level in FFXIV, quests (both sidequests, which have an exclamation mark inside a 'Q', and main scenario quests, which have an exclamation mark inside a flaming meteor symbol) are just one way. FATEs, completing entries for the Hunting Log for each class, completing the weekly Challenge Log (that also rewards gil as well and resets every week), undertaking levequests (also called 'guildleves') and even accessing a new zone will all reward exp. Thus, by doing different forms of content will all give you exp which all adds up. You can also get an EXP boosting ring by completing the training quests for your class at the Beginner's Hall that will also boost your exp gained til level 30 (see below).

Gear you should be getting through doing your main scenario and class guild quests but also dungeons, of which are you are currently up to the first one (Sastasha Seagrot) also has gear drop in it too. Levequests which I previously mentioned are also a possible source of gear as well, but it can be random as to what you end up with. Finally, in Western La Noscea there is the Beginner's Hall which if you undertake the training quests there, will reward you with a set of 'Novice/Brand New' gear that is very decent gear at that level all the way to level 30 potentially.

I heard this is a very popular server yet I dont see many people, or anyone talking?

Gilgamesh as I understand it is indeed a very populated server, however I have heard it is more 'endgame' focused and so would explain why the lower level zones seem more quiet, as most players would be congregating in the high level areas like Revenant's Toll and Idyllshire. But you should still be able to find new people like you there as well.

Is there a voice program in game to communicate to others ?

There is no official voice function for the game, although PS3/PS4 users can use the PSN's voice over function to communicate with other PS3/PS4 players my understanding, and PC users can use third party software like Teamspeak, however I have no experience with that so I am unsure what is the most popular one to use.

Are free companies like guilds, and how do I join them?

Free Companies (FCs) are indeed FFXIV's version of Guilds or clans, where as linkshells (LSes) are more player chat channels that often are used as de facto guilds because you can only join one FC at a time but can be a member of multiple LSes (up to 8). To join either, often you'll see players shouting out invitations for their FC or ls but more often than not the easiest way is to just shout out that you would like to join a FC and explain the sort of FC you are looking for, whether one for just socializing, one for endgame activities, or something like roleplaying. I'm sure you'll get quite a few invitations to FCs as a result. If you do not wish to do so another way is to check the forum for your server and see if there are any FCs or lses that are inviting that have posted in there and take note of their contact details, and make contact with that person in game. Sadly I play on a different server (Balmung) otherwise I would happily invite you to the FC I co-run with my partner.

Either way, good luck!