should I be spend time farming Gil? Or is that pretty easy to get later on in the game?
Also, what should my priorities be? I'm on the level where I acquire Cecil so I'm focusing on that. Should I just keep playing the main game afterwards?
I say, pace yourself. Play whatever is fun to you right now.
Personally, I focused on the story mode at first so that I could utilise my full stamina bar according to daily dungeons and events. You will end up with around 40 stamina by the end of story mode, which is sorely needed if you want to tackle the higher level events, which eat up to 50 stamina per dungeon total (at ten per floor). If you have to do them piecemeal because your stamina limit is still low, then that's annoying.
Do a little bit of everything, avoid excessive minmaxing and grinding. Try to get a piggy bank going, maybe 100k Gil or so. That ought to be enough for one week. Grab some orbs, especially the rarer ones. Hunt for some equipment here and there, and if you have some items in excess, use them to upgrade your weaker items. For more rare items wait for the armour/weapon daily dungeons, if at all possible, since the upgrade mats that drop there are the most efficient way to go about this.
Basically, have fun. There's no story, no deep gameplay, only music, skinner boxes with IAPs, and nostalgia.
If you want some ideas:
The current FFIV event gives some pretty respectable XP if you grind the fifth station. Kick everyone from your party that isn't from that game, slap some heals on the brat and get cranking.
Go get some
FFIV equipment. Doesn't matter what, it's virtually guaranteed to beat your current gear once it gets the record sync boost unless you were exceedingly lucky at the Gacha. The benefits are significant.
Regarding that, remember that the boost gets stronger every five levels of the gear, so upgrading that stuff is a good idea if you can spare the time, mats and money.
Siren and Kain drop some neat caster gear for this event. Kain in Fabul castle is even inside a FFIV dungeon, perfect for grinding up your new low levelled Cecil.