The MSQ is still a long way to go before even getting to the point of entering Ishgard (aka HW) and from now on you'll be running in more of these kind of quests, especially the story line from patches 2.1 -2.55 can be overwhelming because there are so many, as well as frustrating if you're new to the game and are not used to that. Let me try helping you with the specific quest you've mentioned above and see if we can get you to clear it.
1) Stay close to Cid - he will heal you when your hp falls under a specific threshold, however keeping an eye on your hp and having some HP pots can't be bad either.
2) Dodge and watch out for the huge aoe circle that gets casted mostly underneath you every minute. You can easily avoid that with stepping out of the circle in time. If you have a lot of latency plan ahead.
3) Focus on the healer first, he'll be in the back and is easily killed. If you don't do that, he will keep healing the troops and you might get overrun by them.
4) After that, focus on the Magitek (that huge robot looking thing) and while it looks like this thing is much stronger, it can be easily killed as well, might need 3 or 4 casts instead of just 1 or 2.
5) Again keep dodging the aoe's as well as staying in Cid's range
6) a 2nd wave will appear, same thing here, kill the healer if there's any.
7) kill the casters
8) kill the melee
9) there will be one more Magitek if you let cid hit that thing couple of times he will have the "aggro" on it and you would only have to dodge, but if you don't wanna wait that long, you can do it yourself just move to the left and right for the aoe and cid will keep you alive if you're close to him.
If all that fails, try ignoring both magitek's and focus on healer/caster/melee first and then move onto the M unit's. Either way, as long as you stay close to Cid and I can't stress that enough, you'll be healed by him and should have no problems getting through this quest. Just stay focused, don't panic and don't get frustrated and angry. FFXIV MSQ's are patience based keep that in mind lol. Let us know if you could successfully complete the story line. GL