Here's a tip, or rather a few:
As a level 50 Samurai (As of last night actually), I am now paying for this mistake: If you are planning to level any sort of melee job all the way to 75, level Monk or Thief to 18, get the subjob quest, and THEN level Warrior to level 30. This will save you alot of time and backtracking, because 9 times out of 10, any advanced job you want (Samurai, Dark Knight, Ranger, Ninja, ect.) will benefit from a Warrior sub.
Also, keep your sub leveled at all costs. Your sub will always be half of current level, no matter what level it is.
Say like my Samurai is level 50, and my Warrior is level 37. Even though its 37, my warrior will be capped at 25 since it is my Samurai's sub.
Also, SAVE EVERY BEASTMEN SEAL YOU GET! At later levels, you can trade them in to participate in BCNM (Burning Circle Notorious Monster) fights. BCNM40-BCNM60 fights pull in ALOT of gil.
Once you hit level 10, dont stick around soloing. Go out the the Valkurm Dunes and find a party. You wont get a party invite staying in your starting town.
Also, try to keep your gear up to date. And use food if you can, Fish Mithkabobs for tanks, Meat Mithkabobs for Melee, and apple pies for mages.
Learn how to perform Skillchains (The combination of two or more Weapon Skills). Usually, one person will use a weapon skill, then as soon as the attack animation ends, THEN the second person closes it. If done right, and if the right type of Skillchain is chosen (i.e., Distortion=Wind, Liquification=Fire, Compaction=Dark), you can do major damage. I can do over 1,300 points of damage at level 50 with a 200+ Tachi: Enpi, a 600+ Viper Bite from a Thief, 200+ Damage from the Skillchain its self, and a 300+ Magic Burst (When a mage casts a spell that links with the Skillchain), all in one simple skillchain.
And no, you cannot switch servers. Once your character is made, it is locked in. You can create new characters in other worlds using worldpasses.
I hope that helps a little bit. ^_^
Addition
Certain monsters will be aggrivated (or aggro) just by you walking infront of them. Certain mobs aggro to different things. Most go by sight or sound. A good sum aggro to magic (ELEMENTALS! BE CAREFUL AROUND THEM!), and some aggro to low-health/healing. Also, certain monsters will link, as in if you're fighting a monster, and a monster of the same race as it comes close to it, it will jump in and defend its brethern, despite if it aggros or not (which isnt always the case).