As Riposte has said, you'l be directed to the proper content in time. What you may not know is that the story-quests have been completely redone and as such there isn't a part of the main quest that you can "jump into" with a high level. You'l be presented with the main scenario as you create your character and you may then follow it to progressively the majority of the game's features (airships, chocobos, Grand Company, etc...).

Hope this helps!