I've found these two separate series of canon lore stories.
http://www.finalfantasyxiv.com/anniv...?rgn=na&lng=en
http://na.finalfantasyxiv.com/lodest...short_stories/
Thought I'd share these with people who enjoy immersing in the story of the world and characters. They even have pictures to go with them, like this one of a younger Aymeric:
image.png
Do you know of any more stories that are written in character or about the world? I'm a loremonger.