Nation change?

[Alhanelem]

You can change your Grand Company, which is far more important than your starting city. While the game records your starting city in your character info, it is of little significance and only determines (for the most part) the very early part of the main story. After the lv14 story quest, the plots converge into one.

You cannot change your starting city but it isn't important either.

During Phase 4, even though my legacy character was Limsa Lominsa citizen, upon entering the game it automatically made me Ul'dah without any inpu

Your starting city is tied to the class you start with- This is to ensure that your class's guild is in your starting city so you don't end up wondering where your guild is / have to travel halfway across the world to access.

It's quite a bummer to have something like that chosen for me, especially in a story centric product! Ah well

One of the first quests in the game has you visit and register with your starting class's guild- That's not exactly easy to do if you choose to start in gridania as a marauder when the marauder's guild is in Limsa Lominsa. This is why your starting city is tied to your starting class- it's easier for new players this way.