Very minor spoilers below:
Our WoL tends to make fast friends, but I think mine is personally closest with:
The twins and their family, given you're pretty much adopted. Though still chuckle that Mommy asked me to help dress her in sexy clothes while the husband was at work...
Y'shtola. Love her character and she may find it odd I have a painting of her in my house. Given my WOL goes to the First regularly to visit Kai-Shirr and the dancers, I like to think he helps her research a way for her to return. The existence of Runar ruined any love interest.
Hien. Pretty sure Yugiri thought we were on a date during an EW role quest. She looked quite skeptical. Possible love interest.
Lyse. Since my WoL took up Monk Training I'd like to think they keep each other's skills sharp and spar like in the StB trailer. Possible love interest.
Kan E-Senna, just as Gridania is my hometown and I'm a very powerful White Mage. I'd imagine I'm part of her inner circle to keep the peace.