The only thing I would like to see is not being stuck behind the MSQ in order to go from a starter class to a job (Arcanist to Summoner for example). If you did the necessary starter class quests and are the right level, the choice to change should be available. Everything else, hm ... side content when it comes to opening extra dungeons or raids could be just connected with your level and not the MSQ, such as with Halatali. I don't see the issue with that.

My biggest issue is how fast you can level your new character. If you follow the MSQ and it takes you to an area, I feel there are some players who would stop and do the side quests around the place before moving on with the MSQ. This is good in one sense as it gives more story and context to what is happening around, as well as some gear (like accessories) and other items. The bad thing is, more than likely that player will continously be overleveled for the MSQ and feel stifled that they can't go with a friend to a side dungeon or raid even if they are the right level.