1: Yes, that's normal. Jobs tend to be better for party play, though you may wish to use your class while solo, depending on the job. Unlike FFXI, it's entirely possible to solo to 50, and to be honest your first job is going to be one of your easiest in a way (If you ignore the possibility of making friends once you're higher level who can PL your lower level jobs). The main scenario quests give bucketloads of xp, and a lot of other quests are quite generous as well. Generally, the best idea is to work on soloing and put yourself as looking for party. You can sit in Ul'dah and wait for shouts, but there doesn't tend to be a lot for lower levels. Teleportation means you can be at a camp spot lickety split, although or this to work you WILL need to stay on top of getting your aetherytes and nodes. Just work on getting the ones you can see at the guild leve counter, those are the ones with monsters near your level. Most of the other random nodes have monsters way above even level 50, and are best ignored (Unless you want the achievement for getting them all. That won't be accessible in 2.0). The exceptions are Camp Glory (Access to Owl's Nest for quests and such) and Camp Dragonhead (Access to Garuda, Natalan, and Dzaemal Darkhold) in Coerthas, and Brittlebark (Well, and its attached node of Jagged Crest Cave) for Castrum Novum. And I probably butchered a few of those names.

2: You can send your retainer into the market wards, where other people can search for items and buy them out of their bazaars. There are a few problems, however. Most people only look in the Ul'dah wards. Unfortunately, those wards are quite often full. You can solve this in three ways: One, Head to the Ul'dah wards yourself and rent a stall, rather than using the bell to send your NPC there. Stalls ignore the cap, but require that you renew it each day. Option two, sell in wards other than Ul'dah. People DO search in other wards, it's just not very common. At all. Option three, screw the player market system and sell your useless crap to NPCs. For a number of items, this is actually the best option anyway, because there does need to be a market for it after all. If you are willing to fiddle with the market wards however, DO search for the item beforehand and pay attention to how much people are selling it for, how much it's sold for recently, and how often it tends to sell. If an item sells like one a week, you're probably best off NPCing it. Otherwise, list it for how much it's sold for recently, or optionally try to sell just a little below the lowest current price. Yeah, people are gonna hate me for saying that, but that's what you need to do to get stuff sold.

3: Honestly, it depends on the item. Anyone levelling a craft is going to want materials of all levels, but they'll primarily want the "core" materials for whatever level they're in. After the 1.19 recipe revamp, gear (and as a result, recipes) have definite "grades" of sorts. For example, with leather, sheepskin is your first grade, then dodoskin, then aldgoat skin, then boarskin, then raptor leather. Toad leather and peiste leather are there, but they aren't used for as wide a range of materials. Generally, if you want to sell materials and know you'll have a market, those "core" materials are safe bets. Another important one to look at is any item that's turned in for Grand Company Seals. You can learn about this later, but suffice to say it rotates on a schedule from week to week, and some people buy in advance. So even if a place isn't currently asking for a given material, if it's on their schedule it will still sell well.

4: From what I've heard, DRG got a massive boost in this most recent patch. However, the advantage of ranged damage and the generally low damage output of bards means that BLMs are pretty much what people throw at any problem in endgame. Warrior, White Mage, and Black Mages are the main jobs that people tend to be interested in. That said, for xp parties I don't think people tend to really care that much as far as DD goes, but I will say it was damn easy to find a party as a white mage.

5: You should join a grand company ASAP. You get access to a chocobo, leves you can accept AT the camp (No more running back and forth between town), plenty of sweet gear buyable with grand company seals, as well as the main plot of the 7th Umbral Era. The Grand Company quest line is going to be completely changed once 2.0 comes, so if you care about lore, you'll want to do this now instead of putting it off. As far as the mechanics of grand companies go, for a while you'll be a recruit and can do things for any nation. Once you've done the first five quests for EACH nation (You can also optionally do the 6th), you'll be able to pick one to pledge allegiance to and start progressing in rank (You can't do the 7th quest or onwards until you choose). You progress in rank by paying company seals and completing quests. This unlocks more quests and better gear. You can get seals by doing quests, turning in any of the items they're asking for that week, turning in untradeable gear from NMs, dungeons, or Ifrit, doing company leves (The aforementioned leves you accept at the camp, there'll be one level 30 camp for your nation that has a company leve guy, and one level 40 camp), or doing chocobo escort (Currently the best method).