Pick up every side quest (but you don’t have to do them all right away)

Once you’re past character creation and you take your first steps out into the world, you’ll find sidequests everywhere in Final Fantasy XIV. Some of the early side-quests can be useful in teaching the basics of the game, such as how to emote or interact with objects, but others can be a little dry and are nothing more than fetch quests.
If you are a completionist, and find yourself running all over the map to check off items from your quest list, you will probably burn out pretty quickly and drop off the game. Instead, pick up these quests and see what you have to do. If the objective is in the immediate area, complete it and move on. If not, proceed with the main quest until you get close enough to complete a miscellaneous side objective.
You can’t get locked out of anything in FFXIV, so don’t worry about missing any content. By saving these for later, you also get the side benefit of turning in these quests when you start to level up an additional job which can be a great way to gather XP.