Most of the benefits and detriments that LunaFaye listed are about having multiple endgame jobs. If you're changing, not because you want to max them both/all out, but because you decided your starting class isn't going to be a good fit for you, some of those may not really apply in your case.
You're still early enough in the game that starting over with another character would be simple enough, but just starting another class would also be simple. Lots of people try out several or all of the classes for a while before they really decide which is going to end up being their favorite. Just adding another class to your existing character would probably be the easiest route for trying them out.
But there is one other possible advantage that nobody has mentioned yet to starting a new character. Through those first 15 levels, each of the starting cities has its own storyline, and you'll see only the story for the city where you began the game. By having started as marauder, you'll have seen Limsa Lominsa's early story. Arcanist also starts in Limsa and gets the same main story. But if you start a new character that begins as Lancer (dps), Archer (dps), or Conjurer (healer), then you'll start in Gridania and see its story. Or if you start one as a Pugilist (dps), Thaumaturge (dps), or Gladiator (tank), you'll begin in Ul'dah and see its story.
These different stories, however, only cover the first 15 levels worth of quests. After the level 15 quest that sends you as an envoy to the other two cities, the three storylines merge and everyone gets the same main scenario quests after that. So if you're into the lore and storytelling aspect of the game, then it can be worth running through the first 15 levels (up through the envoy quest) on three different characters to see each city. You can combine that with trying out three of the classes, and then add multiple classes per character to try out the others.