Hello ! welcome to the world of FFXIV

you could say the lore in this game is pretty massive. for the deep-world building, the Lore book will surelly help you.
some side-quest also have its unique lore and world building aspect on it, its like a "skip or miss" type of things.
i can't say much about the lore itself since every big thing that happened in this game (the Calamity, Wars, Creation of something, Revolutions) already explained inside the game somewhere in a side-quest or Main quest
there's also a youtube channel that mainly talked about the games lore, you could check that.

what lore do you intrested with btw ? the world of hydaelin as a whole or just something that catch up your attention ?