Paladin for me - soft spot for the good ole Sword'n'Board, likely because I played ProtWarrior in WoW for donkeys years. It's arguably the best go-to as a first timer, even if you don't wish to level it to max (Provoke), so I'd always recommend starting there and seeing if you gel with it. Rule of thumb for me has always been to at least try classes up to 30 -- I already have my main three (WHM/PLD/MNK - ironic as all three are at the brunt of certain criticisms, but that's the point - you should play what you enjoy, not what everyone else tells you to). Only you can decide whether you enjoy X or Y, and it's not like FFXIV doesn't allow you to test them ALL on your character.