I did my first dungeon just now and my nerves are shot! This is the first time in my life I've ever done any type of raid. The other random party members were pissed at first, but calmed down after I learned what flash does. I am definitely going to study up before I do another. Nobody died at least. Fuck.
If no-one died, then relax, the dungeon run went well. Congrats on tanking a dungeon for the first time! Once you've done a few more the experience will become more routine.
For tanking as a Gladiator at low levels, make sure to mark enemies if possible. The "signs" command will let you place a number marker over the head of your enemy. This is usually used to denote a kill-order. The best way to manage aggro is to have the tank and the DPS all focusing on the same target, so the tank can more easily manage hate. If everyone is killing the same enemy, you mostly then need to just use the occasional Flash to keep the other enemies from targeting the healer.
So the basic progress goes:
1) Mark the enemy with the kill order
2) Pull the enemy with Shield Toss
3) Use Flash to establish aggro on all enemies so they don't bum-rush the healer with the first Cure spell
4) Start comboing the enemy marked 1 with Fast Blade into Savage Blade
5) Use another Flash after a combo or two
6) When the first enemy is almost dead, switch to attacking the target marked 2
7) Continue as necessary, using Flash whenever you get nervous that the enemy might be losing aggro on you soon.
However, if your team-mates start attacking the wrong targets or spamming AoEs, feel free to just spam Flash until you run out of MP. That works surprisingly well sometimes.