Yay! Another MNK.

hopefully you could catch up to mine while it is temp paused (playing KH1 <_<)

Learn how to use Auction House (closest one North Auction House?), buy all of your equipment there, keeping in mind not to buy for to high a price (I think it is cheaper to buy your level 8 Equipment in Selbina, which is next to Valkrum Dunes).

Join or Make a Linkshell, it is like the "guilds" of FFXI.

do Missions/Quests in moderations (eg. dont do missions that you will know will take you hours and hours upon end cause your character isnt ready yet)

hmmm...

Try to max out the Combat Skill for H2H every level, means you will be slightly more effective in parties and learn skills alot quicker.

buy a pair of Tropical Punches or TPunches +1, this will further effectiveness in parties as you wont miss as much (gosh its like... +12 dex)

stay with the game if you get frustrated, and take a break (a short one) if it doesnt awe you out any more.