Warrior is a great job to start out as. It is a good sub for so many other jobs, and can fill a few different roles in an early party.

Don't forget to get a subjob for your WAR when you hit level 18. Probably MNK or THF. You only need to take that to level 15 so that you can be an efficient warrior until level 30. Parties will be less likely to invite you if you have an underleveled subjob or an undesireable subjob.

I took WAR to 18 then THF to 15. Then WAR to 30 to unlock Paladin. Now I'm at PLD 33, and I like that I don't have to worry about my subjob again to level 60.