Welcome, Vard. I suppose the first pointer would be to ask specific questions. =) Otherwise, we don't really know what you know already, what would be useful, and so forth. But we usually encourage new players to focus on their job and main scenario quests first.

As for a "nice" free company, what qualifies is going to be so subjective as to be contradictory depending on who's evaluating the free company. So you may have the best luck if you specify what you seek in terms of the number of players typically on at a given time of day, the sorts of activities that are done together, how much you care about having a free company estate, and so forth. I'd offer to tell you about mine, but you can't presently transfer to Balmung as it's congested anyway.