I presume that I do not have the ability to manipulate aether, as I am an Earth human transported to Eorzea. I didn't suddenly become an Eorzean Hyur.

First goal would be to acquire a magitek weapon. Either a rifle or a gunblade, and to find a reliable source of magitek charges for my weapon. Since I have no money, I guess I need to do some leves. I'd join either the miner's or the botanist's guild and do some leves to scrounge up some cash to buy a a cheap, functional weapon. Once I have that, I might do some adventuring with folks I met at the pup until I can afford a Chocobo.

After that, my long term goal would be to attain wealth, power, and glory, probably by pledging myself to one of the nations in the setting as a champion or an agent, and use the wealth I accumulate from my service and my adventures to eventually buy myself a nice house. I am partial to almost all of the nations in Aldenard, even Garlemald (namely the IVth Legion). Hm... really tough decision.

For a puny human like me, it seems like the only places where I can 1. climb up the social ladder and become powerful and 2. is likely to survive for the long term are Ul'dah and Limsa. If I put in the extra effort to aid a resistance rebelling against a far stronger empire, I can go to Ala Mhigo, Bozja, or Noah's kingdom, but there are a lot of "maybes" involved in whether or not we will succeed, and whether or not I would be reward with a fief and a title in the end. Everywhere else either doesn't have long term prospects (Ishgard), or I am unlikely to get a fief and a title as a foreigner (Doma, Hingashi).