These are some things I would have liked to see when I was playing and some things I believe could help new players. I apologize if this has been implemented already since I haven't made a character in a while.
Short: Read only #1 and #2.
Long; Read reasoning to put #1 and #2 into perspective.
#1) Increased direction during starting missions (or missions in general). This would be an icon over the NPC or area of interest. This icon would appear both on screen and on the mini-map. Feature on by default, can be toggled on/off.
#2) Quest tracker on screen that highlights details from our journal of what to do next. Feature on by default, can be toggled off/on.
Reasoning: In Ul'dah's starting mission, I wandered around and if I went in the wrong direction, the screen would fade out and fade in. My position was reset. I didn't know what happened or why. I thought maybe I loaded to a different instance, but this was not the case.
After clearing the Ul'dah mission, in the aftermath, the NPC gives the impression we can head to our next destination on our own. But we can't. We get a similar position reset when exploring on our own.
This may seem negligent to us players now since we went through this phase in Open Beta, driven by our thirst to play the game and trying to figure it out. After we go through one city's starting mission, we can figure out other city's starting missions. But a newer player may experience these small hiccups, which set their first impressions of Eorzea.
The quest tracker portion comes in as that hand-holding / direction effect of what to do, as it's not always apparent. Using the emote quest as an example, I and others in Open Beta spent dozens of minutes spamming emotes at our targets. It wasn't immediately apparent to me (and apparently the others) that we had to demonstrate specific emotes to our NPC emote teacher, then practice them on our end targets.
If a quest tracker were present on this, I would have it read something to "Target X and show her emote Y". I know it sounds like too much spoon feeding, but I see this quest as easily deterring a new player away from the main storyline.
The less I have to look outside of the game on how to do things in the game, the better. A separate topic may be created relating to other thoughts on dev1000.