How do I get class Rogue or even Ninja?

[Stellafreyja]

Yes, continue with the Main Scenario Quest (MSQ) and upon reaching LV10, you'll be able to switch jobs. Rogue is in Limsa Lominsa and you will eventually head there. Rogue upgrades into Ninja at LV30.

You don't have to level a Gatherer to level a Crafter, but it can get very expensive very quickly. Also, Blacksmith isn't the default for all weapons. Each crafter has a specialty weapon and the crafter changes depending on the weapon (like most BLM weapons are made by Goldsmith, but some wooden ones are made by Carpenter). Crafting isn't really helpful for gear until the end-game, because weapons from the shops are usually more than enough when you stay up to date.

Auction House here is the Market Board. You can sell items on the Market Board once you unlock a Retainer (around LV17).