You should take your time and decide what jobs you want each person to have since it will take LOTS of extra training in order to have each person learn every job. Also, takes a little bit longer to gain AP, so just take your time and choose what jobs you want everyone to have.
I remember getting lost about once, and I think it was just before I got the airship. It took me a while to explore and find Mid in a town and realize I had to go talk to Cid.
I don't think you should get lost too often though, most of the time you have an idea where to go it's just a matter of finding the placeIf you really don't know where to go, explore you'll eventually come across something.
Are you starting a new game or are you continuing your previous file?
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