Yeah, that's a good point at which to slow down and explore. Once you've joined a Grand Company, you have access to everything that the Main Scenario is going to give you for a while, and there are also quite a few features unlockable by sidequests at that point, so it's a good time to take a break and explore a bit, try out different things.
Get your chocobo if you haven't yet, try out crafting, try out other classes, ... If you haven't yet, unlock and try out the challenge log, the gold saucer, the aesthetician, materia conversion, retainer ventures, the sightseeing log, and Palace of the Dead. (Lots of feature unlocks come in the level 15 - 20 range, so it's worth checking whether you missed any.)
Oh, do pick up your next MSQ, though, even if just to leave it unfinished in your Quest Journal for a while. Lots of people lose track of where they left off after taking a break to explore and try out other classes, then when they want to go back to the story, they've forgotten where the next quest is at. If you get into the habit of always picking up the next main quest whenever you finish one, it will be there in your Journal when you're ready to go back to the story.
When it comes to the simple sidequests that don't unlock anything, that can be a valid approach. But when talking about the + quests (quests with the plus sign in the corner of the icon), those can in many cases be important to get before going further in the story, since they unlock game features, and some of those features are things you're going to want available to you while doing the remainder of the story.
So I'd actually place the priority as:
+ quests > MSQ > other sidequests.
(The + quests include your class/job quests, as well as various others scattered around)
As to whether to focus on leveling one job or alternating between several, that's just a matter of personal preference.



Reply With Quote

