FFXI is a large game so here are some general tips.
-There are many activities you can busy yourself with though smart money says you should probably start grinding in the nearest dungeon/field for XP and gil. Focus on getting stronger.
-Learn to use your auction house. Sell what items you acquire for new armour and weapons. You will be doing this for most of the game so learn what methods work for you now.
-Know that the auction house doesn't always have the best prices; some vendors sell the same items for far less.
-If you're a mage, don't forget to buy spells.
-Find a good site and bookmark it. Allakhazham.com (
http://ffxi.allakhazam.com/) is a good place to start.
Besides those, Allakhazam also has a few guides on getting started. They're at the very bottom of this (
http://ffxi.allakhazam.com/db/guides.html#Starting) page.
Have fun.