Ultimately you will end up with many characters because you get massive benefits from it in the form of link skills and Legion. Try a few that seem interesting to you and see what you like. I tried 10-15 jobs before settling on a main. In any case it's worth getting a Mercedes to level 120 for a
link skill that gives a 15% EXP boost.
As a new player there are some jobs you might want to avoid. Beast Tamer and Jett are notoriously weak, Blaster and Cadena are very difficult to play, and Phantom suffers from both poor damage
and relying on other people to fill your skill book, in a sparsely populated server where few people play the jobs whose skills you need to steal. (It is worth leveling a Phantom at least to 120 for the link skill though, because it adds 15% critical rate.)
Most importantly remember to use the forums. There is a lot of information here to use.
Progression Guide for new players is a little overwhelming at first but you can get pretty far with it.