[Raji]

Well, I had typed out a long and informative post intended to help you here, but the board decided it didn't like the idea of me putting a link to FFXI-Atlas in said post, so it wiped out the whole thing >< So I'm gonna quick throw together a condensed version here:

Is it possible to make it there on foot?
Possible, yes, but difficult and time consuming as well. Unfortunately, you don't really have any other options at this point, so it's pretty much just one of those stages in your development as a player, or somesuch :p As for teleports, you need to have the appropriate gate crystal for the point you want to teleport to (which you won't if you haven't been there before :p )

If I need to ask for a warp there, what is the proper etiquette for doing so? Do I just randomly whisper high level white mages?
Not as good of an idea as you would expect, especially in the three starter cities, as chances are, the white mage in question is busy doing something else and doesn't want to leave that city just yet.

Stand in the center of town and scream?
Pretty much, yeah :p /shout for the appropriate teleport (be polite about it, and don't spam!) and you should be able to get a teleport fairly quickly (again, it's a little slower in the starting cities)

And what would be a good price to offer?
Well, it will vary depending on your server and its economy, but on Leviathan at least, the accepted price seems to be 1,000 to 3,000 gil (though some may offer more if they're in a particular hurry).

Anyway, I hope this helps! Later ^^