Well, we can do this right now then.
Every line on your macro should start with a Command. Commands are those things that start with a '/' (I'll avoid the urge to say escape sequence). These are things like /say, /party, /linkshell, /tell, /ws, /ja, /ma, etc (I'll get to what a lot of them mean later).
After the command, you have the body of your macro, which will be what spell you want to cast, what ability you want to use, what message you want to say (I'll again fight the urge to say parameters).
Finally, many commands require a target. If you know the target is going to be the same every time you activate the macro (like if it's yourself), you can simply type it in. Otherwise, there are special tags that allow you to replace what's typed in the macro with something useful.
So, now some examples.
The command to use a Job Ability is /ja. A common job ability used is the Warrior's Provoke ability. The Warrior will often be fighting and have a monster targeted when he/she wants to Provoke it. So, the command to do this is:
/ja Provoke <t>
Where /ja is the command to use a Job Ability, Provoke is the name of the power, and <t> is the tag that means "current target".
Another common Job Ability is the Thief's level 15 Sneak Attack. Thieves will often use this ability just before attack a selected target, so their first strike hits hard. The command for a Thief named Jake to do this is:
/ja "Sneak Attack" Jake
Again, /ja stands for Job Ability, "Sneak Attack" is the power. "Sneak Attack" is in quotes because it is more than one word. Any power that is more than one word must be in quotes. Finally, since Sneak Attack affects the Thief, and not the target, it needs to target the Thief (heh, tongue twister!). That's why it says the Thief's name at the end (Remember to substitute your character's name if you're going to use this).
Weapon Skills function in much the same way. The command is /ws, the name of the power will be something like "Burning Blade", "Earth Crusher", or "Gust Slash", and almost always, you will be using the technique on your current target, <t>.
Magic Abilities (spells) also function much the same. The command is /ma, the name of the spell will be something like "Cure II", Stonega, "Blaze Spikes", and the target is whatever's convenient (some people like to have a separate heal self macro).
There are other useful tags to use in macros that let you tell people how injured you are, how much magic you have left, or how close to being able to use Weapon Skills you are. These tags are things like <hp>, <mp>, & <tp>. <pos> tells where you are on the grid shown at the edges of the map if you have one.