Follow the MSQ. Do sidequests of approximately the same level in the areas you do the MSQ in. That should be quite sufficient for both leveling and gearing until you hit level cap.
You can of course also do the occasional roulette if you want to level faster, or use that to level alternate classes/jobs.

There are other ways of gaining XP and levels, but they are all quite unnecessary for your main class since you will be getting plenty of XP just doing the MSQ.