Welcome to the game!

A good tip for the forums: editing your post lets you ignore the 3000-character limit and keep long posts in one piece.

Re. the free trial, it's definitely available but the problem is that you registered your purchased copy first. The trial is a separate download, and stops working once you have the paid game.

Quest markers - there are a few different shapes. MSQ looks like a fireball, 'important' quests have a blue marker with a plus symbol (eg. class quests) and sidequests have the plain yellow marker.

The EXP bonus used to scale depending on your max level, but is now a fixed rate as long as you have another higher-leveled class. (It was +100% up to Lv60 and +50% to Lv70 while Stormblood was current, and I assume those have adjusted up to Lv70/80 now.)

Re. inventory, have you set up your retainers yet? They each have their own inventory and can store a lot of items. There's also the glamour dresser at the inn, which you can use to store costume pieces you don't need as gear any more but want to keep for glamours.

Tanking - Flash should be your AoE enmity generator, unless that's been changed in the recent update.

The BLM Fire/Ice mechanism is definitely badly explained or outright misleading. Fire is your primary attack, so cast it until you're out of MP then switch to Ice for the shortest possible time to recharge it.

It's definitely a bit disappointing to arrive late and see all the stuff you've missed! There's a chance they'll repeat the FFXV event, at least, since they previously did for FFXIII and FFXI events.

For advice: definitely focus on your MSQ quests, and any 'blue' sidequests. If you want to do other sidequests as you go, stick to ones that are in the same town you're currently visiting for the main story - don't go running across the map for things because you'll be sent there soon enough.

Once you have your chocobo mount and get to Lv30, there's a sidequest at Camp Tranquil in the South Shroud that lets you use it as a battle companion in the overworld. From memory, this is what also unlocks the saddlebag.

Getting to the end of ARR (credits roll) doesn't mean you're up to Heavensward yet, as there is a whole sequence of quests that were originally released in patches over the period between main game releases. You'll also gain access to a lot of optional dungeons and trials at this point - make sure you do the 'hard mode' versions of the three story trials, as it becomes a progression requirement for MSQ later. Also make sure to do the Crystal Tower raids, which are optional but tie into Shadowbringers' main story.

That pattern will repeat for each expansion. After Heavensward you get another stretch of patch quests, then leveling through Stormblood, then Lv70 patches. It's a long trip but the story is worth it.