Just in need of some general help..

[Vanroe]

https://ffxiv.consolegameswiki.com/wiki/Dungeons has the list of all dungeons and raids and their associated quest to unlock them. A quest with a meteor icon is part of the main story and will unlock as you progress through it and are mandatory, the icons with a + icon are dungeons unlocked by side quests, not part of the main story. Definately get the 24 man dungeons unlocked. They just added a roulette for the 24mans, which gives a very nice chunk of exp and a is a fairly fast queue for dps classes

Generally any quest with a + icon will unlock some game feature or mode or something.

As far as leveling multiple classes at once, I would personally focus on 1, at least until 50 or so. If you arent familiar with the exp bonus system, you get +100% exp from kills, fates, Palace of the Dead and leves (I think) for every class lower than your highest up to level 60, and +50% bonus exp for 60-70. So if you have a class at 50, every other class you level up to 50 will get an extra 100% exp from those sources, making things easier.

Palace of the dead is a nice way to get a taste of other classes, since its an independant leveling system, you level super fast in it, and every 10 floors you get a nice chunk of regular exp. It wont help you really learn to play the class well, but enough to give you an idea if you might like it.