Job selection is an important choice is an important part of the game but remember you can change jobs when ever you want.
The first thing to consider is what you want to do with your job? If you want to solo, jobs like Red Mage, Thief and Beastmaster may be suited to your taste. If you would like to party mostly other supporting jobs may be right for you.
Secondly what role do you want to play in a party? Role generally include but are not limited to tank, healer, damage dealer, and support role. People will get very frustrated with you if your are trying to play a role that does not fit your job. An example of this would be a White Mage trying to play the role of a damage dealer.