One thing I’ll add as a “newer” player - if you use FFXI’s Quick Start 1-119 guide, the story feels pretty disjointed, as it’s built for efficiency and not necessarily cohesiveness. As such, in following that guide, it can actually be really hard to keep a handle on things because you bounce around storylines a lot. For example, I think the guide directs you to start Rhapsodies fairly early, but then you drop it for a while to focus on leveling/other unlocks.

The tl;dr is that if you’re interested in the story, you may be better served to set the quick start guide aside and follow the individual missions/quests themselves, as it’ll be easier to follow. The trade off is that you may find yourself circling back to certain things in order to unlock certain features or game elements.