Well to start with you can only Choose either Warrior, White Mage, Black mage, Red Mage, Monk or Thief. These are the jobs you should concern yourself with first.
Here's some tips that may help you decide
Warrior
Your responsibility in battle is to get the enemies attention and make him focus on you while the rest of your party hack and nuke (Casting Black Magic) away at the monster (Or the "Mob" as monsters are more commonly known in the world of Vana'Diel for some reason). Taking all the damage in battle is known as "Tanking", you may need to become familiar with this term as you'll most probably be asked to "Tank" a lot of the time.
Stats that are useful: VIT, STR, HP
Monk
Just use your Skills and Abilities to hit the enemy as hard as you can, simple.
Stats that are useful: STR
White Mage
This Job leaves you with a big responsibility; to heal the party. Especially take notice of the tank, if he/she's taking all the damage he/she is the one going to need your healing spells the most.
Stats that are useful: MND, MP
Black Mage
Simple really just cast harmful spells on your opponent, the only thing to remember is not to spam spells (Constantly cast them) when in a party as this will goad the mob into beating on your frail Black Mage body, and you
will go down like a bag of potatos.
Stats that are useful: INT, MP
Thief
This job doesn't have any real purpose in battle until later on, but it does have some neat tricks such as Flee (Allows you to run really fast) Treasure Hunter (Makes mobs drop their valubles) and an ability (I forget the name) that makes the mob drop more gil.
Stats that are useful: DEX, AGL, STR
And when you hit level 30 with one of the initial Jobs you can think about moving on to such Jobs as Paladin, Dark Knight, Dragoon, Ranger, Ninja, Samurai, Blue Mage, Corsair, Puppeteer or Beastmaster. I don't need to tell you what their roles are, you'll probably already find by the time you reach level 30 that in your experience you've partied with them all and know how they function.
If you look
here* you find a table of the base stats of each race, this will let you see more clearly how to choose a race that will take advantage of the full strength of the Job you desire.
*= The word "Here" is a link