Man, I feel overwhelmed. I knew an MMO would have a lot of content, but I keep getting the feeling I am missing stuff. Is there any sort of checklist for quests and such for the game?
Also, as the game has three different starting locations, are the characters and plots to all of those truly separate from one another? I started in Ul'dah (which I'm still in at Level 19), and I believe the beta was in Gridania, so I can already imagine the sidequests are different.
You should focus on doing Main Story/Scenario Quests, your class quests, and any sidequests that unlocks stuff (game features, dungeons, etc). And the Hall of the Novice quests if you haven't already. The list linked in the previous post is also useful~