Roleplay, question and advice request.

[Enkidoh]

Welcome to Eorzea!

Don't feel bad about your choice of role-play! In fact, your idea is well and truly in keeping with the lore - Limsa Lominsa is a nation of pirates after all, and the free-spirited life and transient nature of an adventurer goes well with that.

Lore wise MRD are meant to be pirates (or the discipline at least derived from piracy), due a quirky bit of lore that states Eorzea's pirates "prefer the visceral feel" of hitting people with a great axe rather than just shooting them with a gun pragmatically (yes it makes them sound bloodthirsty, but there you are). There was meant to be a gun using pirate class as well (Musketeer, or MSK for short), but it was never implemented into the game, instead the gun using class that was implemented later is MCH which is unlocked when you get to Ishgard.

So it is completely lore correct to be a MRD/WAR that is a pirate, and don't let anyone tell you otherwise!