Glad we could address your primary issue. Some further tidbits:

1. The maximum number of gear sets you can create actually depends on how many different classes/jobs you have unlocked. It's a very large and generous number, though, allowing for extra sets for fashion and so forth.
2. In addition to accessing the gear set list as described above, you can also drag a gear set from that window onto your hotbar to switch to that gear set with just a single click. Or if, by chance, you're like me and like typing and having less-cluttered hotbars, you can type /gs to get to the window directly.