You can learn the basic controls and lore through the tutorial.
Tutorial dungeon and background story differs for each class.
In DFO, you can level up fast and easy through Scenario Quests. (Epic Quests)
If you are lost on what to do next, proceed with epic quests in Scenario Dungeons.
Scenario Quest Rewards
Completing Scenario Quests will reward you with a lot of quest clearance experience.
It lets you level up quickly and you can obtain magic-sealed equipments for your level.