I have been primarily working on gathering classes with my highest being level 37. I've been leveling them so quickly through leves, I'm afraid the materia would only be wasted. I've just been focusing on HQ gear when I upgrade.
At what level should I worry about putting materia into the gear
final-fantasy-14
Related Solutions
First of all, Ctrl-U
will open the Recommendations window. This handy helper will list all the quests in the current zone that are around your level and available.
Second, as to your specific question... Around level 25, in the Black Shroud the area you want is probably Quarrymill down in South Shroud, heading eastward towards Buscarron's Druthers and from there south toward Camp Tranquil as you level up further, continuing on to Eastern Thanalan in the south or Central Shroud in the north, where you'll find 25-30 and 30-35 enemies and quests.
Third, I take it you've completed your level 25 class quest? If not, do so; it'll likely send you into the area you're just about ready for.
I don't know which point of the Main Scenario you are at (You can tell those by the frilly bits around the exclamation mark icon) but once you've been to all the remembrance festivals you should probably head over to Vesper Bay and meet your new best friends for the next thirty or so levels. Going through the MSQ will also unlock various new dungeons and trials as you encounter them, which will vastly increase your range of options.
All that said, the game does expect you to make up the occasional level shortfall by running FATEs, dungeons, guildhests, levequests, roulettes, challenges and whatnot. Probably the main reason they added so many different ways to get XP to the game.
Speaking of challenges, I absolutely encourage you to unlock your challenge log if you haven't already; you can get it via a quest in Limsa Lominsa and it's a big help in every category.
Class specific there are also your tiered hunt logs - a specific bunch of critters you're encouraged to test your critter-murdering skills against; completing each tier is worth a hefty chunk of bonus XP.
Do Roulettes whenever you feel like it; conjurers generally don't have to wait long for a queue, and the daily bonus is worth half a level easy.
Hope any of this helps.
Yes, you will lose all materia you melded into that piece of gear.
The upgrade is basically turning in the armor piece for a completely different piece of armor, so think of it more like purchasing brand new gear instead of upgrading (if that helps). The game treats the upgraded piece of armor as a completely separate item, which is also why the durability is reset to 100% (instead of carrying over the previous durability). Also any glamour you applied (I.E. glamoured esoteric gear) will be removed, because of the same reason. Upgradable armor is generally not dyeable, but this would apply to dyes as well.
It's best to wait until you get the upgraded pieces of armor before adding materia, so you are not wasting materia on gear you will have for several days.
Edit2: Replaced source with verification from a Community Rep: http://forum.square-enix.com/ffxiv/threads/284409-melding-lore-gear?s=7025e052adbd23e69bf38b780191fe56&p=3602391#post3602391
Best Answer
There is never a time while levelling that you would "worry" about putting materia in gear. Materia is more something to edge out PvP gear or upgrade your Relic weapon to Novus level.
For PvP, there is a level 30 cap, and materia on your gear can definitely give you an edge.
For the Novus stage of the relic weapon, you can choose what stats you want on the weapon, but it requires a bunch of all tiers of materia to cap any particular stat. (Upgrading Animus to Novus)