First of all welcome back! Your progress in the MSQ is gated behind level once you start getting into Heavensward 3.0 MSQ. If you don't buy the expansions and stay with just ARR you will be locked at level 50. So if you have any plans to advance you should buy them. I believe you just missed a sale on them though.
Once you buy the expansion, the launcher will do the rest of the downloading for you. HW is now included with SB. You don't need to buy them separately anymore.
This game as you should know is a vertical progression system. You will not and should not keep the same gear as you progress. You can however glamor pieces so you will be able to keep the same look all the time. It used to be you couldn't unlock glamor until level 50, it's now been moved to level 15.
You can either glamor pieces individually with prisms or you can create a glamor plate using the dresser in the inn rooms. Right now if you put stuff in it you can't get it back, but that will be changing very soon with the next patch. Glamor plates are basically glamor gear presets. You can't change glamor plates wherever you want tho I think, and I don't personally use the dresser/plates myself i just glamor prism everything.
As long as you're 10+ levels ahead of the enemies they won't even bother looking at you in open world stuff.
Some pieces of equipment are undyeable yes, usually green dungeon gear (with some exceptions). The old soldiery equipment you are referring to is the Evenstar set. It starts out as "Weathered" and you can upgrade it to being dyeable with items you can now buy with poetics (sands of time for body left side pieces).
MSQ is meant to be done solo, but you will have to party up with people to complete dungeons and other instanced content. But most people are friendly. Enjoy your return to Eorzea.![]()