
You didn't goof as badly as you thought. Jenova does have a sizable amount of roleplayers it's just not as massive as the group on Balmung. You can find listings for a couple of Jenova RP linkshells on this site. Also, you wouldn't have been able to make a character on Balmung anyways as it's always locked so you would've needed to transfer anyways.
I won't tell you to stay on Jenova but if you don't plan on transferring right away you could always see if you like the roleplaying groups there first. If you do end up liking them then Jenova has housing available which is something you won't find on Balmung.
Ultimately, it's just easier to find whatever kind of roleplaying linkshell, FC, or whatever you want on Balmung.
I won't tell you to stay on Jenova but if you don't plan on transferring right away you could always see if you like the roleplaying groups there first. If you do end up liking them then Jenova has housing available which is something you won't find on Balmung.
Ultimately, it's just easier to find whatever kind of roleplaying linkshell, FC, or whatever you want on Balmung.