Welcome to the game and the forums!
To get to Valkurm Dunes, you would have to take the ship from Mhaura to Selbina. To get there, you would travel from Sarutabaruta to Tahrongi Canyon, then Buburimu Peninsula, where you'll find Mhaura. This is probably farther than you've traveled before, and a pretty dangerous trip for level 10. But that's kind of the point; you learn how to avoid various forms of aggro along the way.
FFXIClopedia or
FFXI Atlas can help you see the routes you'll have to take. Note that you should also buy in-game maps from the map dealer in Windurst before you leave (I don't know who/where that is; check FFXIClopedia).
Don't worry too much about your magic skills. At your level, their effect isn't tremendous, and you'll get them higher through partying anyway. Note that you won't be leveling Divine, though. You'll almost never want to cast Banish in a party; it's just not worth the MP. Generally, you can keep resting to get MP back for a little bit at the start of each battle, and if your party is fighting monsters of an appropriate level, you shouldn't have any problems with having enough MP for each fight. Just make sure you're not over-curing (if your Cure I spell cures for 30 HP, there's no reason to cast it when the tank has only lost 20).
Also note that you can cap your Healing and Enhancing Magic skills any time you want. Just stand in town spamming Cure and Protect on yourself, then zoning into and out of your mog house. It's boring and takes forever, but if you're worried about it, you can do that.
I personally don't like partying at level 10, but that is when people generally start to do so. You can go to one of the areas around the Dunes (La Theine Plateau or Konschtat Highlands) and start seeking a party while still soloing on Easy Prey so that you're not just standing around waiting for an invite.