First, as far as missions go, you can read about them here:
http://ffxi.allakhazam.com/db/quests.html?fqtype=Mission
The first mission is Smash the Orcish Scouts. Talk to a gate guard in Northern San d'Oria, or Southern San d'Oria. They are right by the entrances to Ronfraure. They will let you accept the mission.
What you have to do, is kill an Orcish Fodder, and they sometimes drop Orcish Axes. You then take the Axe back, and trade it to the guard.
Everytime you finish missions, your "Mission Rank" bar in your status screen fills up, and more missions become available. When you finish the final mission for each rank, your rank improves.
Now as for quests, you can find a lot of them here:
http://ffxi.allakhazam.com/db/quests.html?mode=byarea
But more specifically in San d'Oria:
http://ffxi.allakhazam.com/db/quests.html?fqarea=11
http://ffxi.allakhazam.com/db/quests.html?fqarea=10
http://ffxi.allakhazam.com/db/quests.html?fqarea=14
http://ffxi.allakhazam.com/db/quests.html?fqarea=107
Quests give you rewards like items and gil. Missions increase your rank.
If you aren't aware already, talk to the Royal Knights at the gates leading out to ronfraure. They have R.K. after their names. They cast signet on you, which gives crystals when you kill enemies, and conquest points for earning experience.
You can make money by selling the crystals on the auction house. Actually, you can make money a lot easier using the auction house. Check out the Auction House in Southern San d'Oria or Port San d'Oria if you haven't yet done so.
Your first partying experience will probably be in Valkurm dunes, it's where all the new people and level 10 jobs go to level. You go from West Ronfraure, to La Theine Plateau, to Valkurm Dunes. If you don't have the maps, I suggest you ask someone how to get there, or maybe even ask for an escort.
I probably won't be in game this evening, but if you do have any questions about anything, please feel free to send me a /tell in game for any questions that you may have.
My character name is Annalise, and I'd be happy to help you out.