How to get to Limsa Lominsa?

[Enkidoh]

You can't walk to Limsa from the mainland though given it's on an island, meaning the ferry from Vesper Bay in Western Thanalan is the only real way of getting there, and that used to also be locked until you gained your airship pass during the storyline, making it rather moot (I think that restriction has since been removed though, but it was still restricted months after the game launched). An alternative as you mentioned though is indeed to join a Free Company who has a house in Mist with a miniaetheryte, and teleport there, and simply zone out of Mist into Limsa, and then attune to the main aetheryte in Limsa's main square, allowing you to teleport there from then on.

Either way, undertaking the main scenario is probably the best way as so much of the game is locked behind main scenario quests (main scenario quests are identified with an exclamation mark inside a flaming meteor logo instead of the regular speech bubble that ordinary sidequests have (and quests that unlock content like airships also have an additional mark on them in the form of a plus sign.).