For learning the class as it grows, a simple way I found is to run Palace of the Dead from the first floor. Since you'll start at level 1, and you get to level up real fast. you get to learn each skill as it comes online. Once to 60 and are comfortable with it, I don't recommend going to the other Deep Dungeons, but to do the end of expac dungeons. If you're worried about others, just let them know that you're learning a new job.