Don’t panic if you start in a different city from your friend

Depending on the class you pick, you will find yourself in one of three cities with their own unique main quests when starting the game. This may be disappointing if you intended to play with a friend and realized they are in a different city. However, once you complete Level 15 of the Main Quest, you will find yourself traveling to a new city to continue the story.
If you don’t want to be split up with a pal from the start, make sure you both pick Classes that start in the same city. Before you get to this point, take the time to learn your starting city, so if the two of you travel back there for any reason, you can act as a guide; these starting areas are massive and can be pretty complicated to travel around in at first.
Here are the starting cities for each class:
Gridania:
Archer
Lancer
Conjurer
Ul’dah:
Thaumaturge
Pugilist
Gladiator
Limsa Lominsa:
Arcanist
Marauder