What server? I just downloaded the trial (well, it's installing) and I'm thinking about playing on Asura because that's where the most English speaking players are according to Reddit. I'm new too but I've done a little bit of research. Thinking about going Thief on the trial and if I have fun I'll grab the $10 pack and switch to Dancer.
If you're thinking of playing Thief, drops are going to be easier once you get the Treasure Hunter passive skill, and that'll serve you well in the future, even as a sub-job.
For that kind of purpose, ffxidb.com can be pretty handy too, as for just about any given item in the game it'll tell you if it drops off a mob, the odds of it happening with and without Treasure Hunter, and where in each zone to find any given mob.