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After a wonderful intro my character appeared in Bastok (to be correct he appeared in Bastok Mines) and of course I quickly runned out of the city to hunt mobs to gain levels!!!!
In Final Fantasy XI characters can gain levels up to 75, but once you reached that target it's not over(!!!) you can level a lot of other jobs (most of them have to be unlocked trough easy quest) with the same character and switch job anytime you want and it's not over you can have also a subjob that will always be half of your main job (of course if you leveled it previously)
For example you can be Warrior level 10 with White Mage support job level 5 and in the end of you career you will be a 75Warrior/37White Mage!
Of course the choose of Subjob should be wise or you will create an hybrid that may not survive the horde of monster you will have to fight!
Here a list of the base playable jobs:

Warrior: Expert in the art of battle Warrior are the shields and the hand of the group.
White Mage: White Mage with their cure and supports spell will protect the party with their magic.
Monk: The powerfull fists of the Monks will slain the enemies of you group.
Black Mage: Dark Magic is their friend, few powerfull spell will put an end to the enemy you will face off.
Thief: Thief support the party attacking the enemies from their back.
Red Mage: Fighter Mage that knows both Dark and White Magic.

Once you reach level 30 with one (or more) of this Base Job you can unlock other 14 Jobs with their own magic and abilities!