I also just began playing yesterday. hit me up on xbox live if you like (gamertag: tourniquet00, server: shiva).
you set up a playonline account by visiting http://www.playonline.com/ff11us/index.shtml
(or your regional site, I'm in Europe) first. you need to registrate a square enix account first, then enter your playonline registration key, then register a new character in the site menu and enter all the expansion codes. it's a huge hassle and took me some time to figure out.
finally, my game took 6 hours+ to patch.
but finally I'm able to play it...