Am I playing the game wrong?

[Jojoya]

I am a new player (highest char @ 36) and I feel like I'm not getting what I should from the game.

1. I gain so much experience that I level way ahead of the MSQ which results in being synced, which in many cases removes the functionality of the spells I've earned. It also deters exploring the world and doing other quests as I detest having spells available then having them turned off. That is such bad form. How can I prevent this?
2. The game is too easy, near zero risk of death. I believe I've completed 4 or 5 different dungeons at this point and they've been super easy. Open world game play is even easier thus far. Is there a hard mode so a decent challenge can be achieved?
3. I have transitioned from rogue to ninja and lancer to dragoon thus far. In both cases the game play didn't change. I thought the new jobs would be more transformative, did I miss a quest (or quest chain) that would have made it be more game changing?

Thanks

What are your expectations from the game? If you're trying to use other games as a basis for what you should be getting, you'll end up disappointed. This game is a rather unique blend of story-driven JRPG and MMO that plays very different even if has elements common to other MMOs.

1 - The game is designed so a player can reach level cap on a single job doing only MSQ and its required duties, and without the benefit of any XP bonuses other than some rested XP. Most players will suggest leveling two jobs at the same time to soak the extra XP you'll get from bonuses and side content.

2 - The MSQ is story mode and intended to allow players of most skill levels to complete it without difficulty. Because the open world is primarily a vehicle for the MSQ, the content within it is likewise easy (hunt S ranks and the end game boss level FATEs have a bit of a learning curve for mechanics at first but that's as hard as open world will get). If you're looking for more skill based challenge, you'll want to do instanced content like Palace of the Dead solos and Savage raiding at minimum ilvl.

3- Classes and their subsequent jobs are the essentially same thing. The split is because of code they couldn't easily get rid of from the original 1.0 game when they were making ARR. You will see a game play difference between the two at higher levels since you lose access to the job specific actions if you don't equip the job Soul Crystal. Before level 50, there's little difference since you will have only obtained a few job actions and would still be mostly using class actions. The one time the change is transformative would be going from Arcanist (DPS) to Scholar (healer) and that's a transition YoshiP has said they would not do again.