Pay special attention to Afin and Officer Cofy that the moment you step to the Arks Lobby. Afin is the guide to fundamental gameplay systems in Phantasy Star Online 2, and he is located to the left of the Gateway Ship doorway as you are facing the various quest counters. His ancient Client Orders will teach you how you can set Photon Arts and Techniques, equip and switch between different weapons and armor, and hint in the pure glory of PSE Bursts one of a number of other things. Officer Cofy won't be quite as generous with the amount of client orders, but the ones she hands out would be the secret to progression, obtaining a MAG, obtaining sub-classes, unlocking completely new categories of tapping and quests into harder difficulty levels (which of course yields better loot).
Cofy is located in the center of the right-side pursuit counters in the lobby area, so search for her blue and white"Client Order" bubble and leap on her requests that the moment you visit them. If you're ever feeling stalled out, chances are Officer Cofy has a customer order to remedy that. By the time my Ranger was about level 22, I finally decided to venture over to that dull looking Titles Counter tucked in the corner. That's when I realized I had earned dozens of stated titles for a remarkably broad array of activities, and soon my inventory was stuffed with goodies.