There are three starting nations in Final Fantasy XI. The Kingdom of San d'Oria, The Federation of Windurst, and The Republic of Bastok. San d'Oria was a once powerful nation that has since faded considerably, and its people can be intensely religious as well as racist. In terms of convenience for starting players, San d'Oria is one of the more popular choices for its population, proximity to the early partying area of the game, and its special ring, given only to Elvaan players; give melee characters boosts to important stats.
Windurst is arguably the most popular, depending on what server you end up choosing. Mithra and Tarutaru reside here, and if you pick one of those two races, you'll get a special ring, catering mainly to those jobs of the mage variety. Convenience for starting players is rather bleak though. Even though it's possibly the most popular starting nation, its distance from the Valkurm Dunes, usually the first area players party in, can cause problems.
The Republic of Bastok is usually the least populated nation, for reasons I have yet to discover. Bastok is roughly the same distance from the dunes as San d'Oria, its starting ring is actually better for most melees (assuming you pick a Galka or a Hume) and certain monsters outside of Bastok can be farmed for items to sell, for instance, Beehive Chips or Grain Seeds. Bastok's lack of a large population can lead to some problems doing certain rank missions, should you desire to do them, and causes even more difficulty in obtaining special conquest items, because of Windurst and San d'Oria's usual dominance.
There are six starting jobs, with fourteen unlockable jobs once you reach level 30. White Mage, Black Mage, Red Mage, Thief, Warrior, and Monk. Black Mage, White Mage, and Red Mage usually get swift invites, with the exception of Black Mage once you reach the Aht Urghan areas, and are popular choices for starting players. Red Mage is the most versatile of the starting six, being able to competently melee, heal, and do magical damage until most of the jobs start coming into their own. New players beware, however, as these mage jobs, particularly Black Mage, eventually get expensive and can cause a lot of frustration for players eager to level as fast as possible. Black Mage has the highest base MP of the starting six and the second highest over all, bowing out in that competition to Summoner.
Thief is an interesting class, relying mostly on its agility and dexterity rather than brute force. It relies primarily on daggers for weapons, but new players may find it easier to use swords for the first ten levels on your own, for the additional damage output. Thieves can have a difficult time getting a party pre-level 15 (for Sneak Attack) because of the serious lack of damage. Playing this job will eventually also require you to pull monsters for your parties, and will ask you to learn more things about enmity control and proper party positioning once you acquire Trick Attack.
Monk and Warrior are the strong melee combatants, having the ability to deal and take damage reasonable well for quite some time. Monk is one of only two jobs that primarily use hand to hand weaponry and has the highest base HP of all the jobs in the game, but generally don't wear heavy armor. Warrior isn't as restricted in its choice of weaponry, and is arguably the most versatile of the melee damage dealers in the game, because of their wide variety of weapon choices. The best of these is great axe, followed by regular axes, great swords, and swords, allowing for new players to try out what they like best.
As previously mentioned, until recently there was no tutorial to speak of, leaving most new players feeling stranded. However, the times, they are a changin' and in the September Version Update SquareEnix ushered in tutorial NPCs in each of the three starting cities. Selele, located in Windurst Woods at (K-10), Gulldago, located in Bastok Markets at (D-11), and Alaune in Southern San d'Oria at (G-10). These tutorial agents will give you missions such as killing monsters or working your way up to a certain level. It will also explain things such as food effects, the Auction House, Signet, and the basics of crafting.
Stay tuned for the second part of this guide coming soon, detailing unlockable jobs, quests for beginners, the surrounding areas of the starting cities, as well as the beginning of partying! Safe travels, Vana'diel!