
What Xen said. You pick a Grand Company at 20, so that kind of becomes your allegiance. Nothing is stopping you from being a Marauder, starting in Limsa, then choosing Gridania as your GC and pretending the whole thing never happened. Trust me, I won't chase you down and yell that you leveled Marauder in Limsa. Sometimes the game mechanics don't support RP and vice versa. It's just something we have to work around.
I'm in a similar situation. Uther is from Ishgard, he left on the eve of Bahamut's attack in hopes of helping the Grand Companies. He later became an instructor at the Lancer's Guild (which works because as a lancer, I start in Gridania), but I really want him to choose Limsa as his GC once his adventure starts rolling and he has to leave Gridania. There's no IC reason for it yet, but I love Limsa and I want Uther to reside there.
I'm in a similar situation. Uther is from Ishgard, he left on the eve of Bahamut's attack in hopes of helping the Grand Companies. He later became an instructor at the Lancer's Guild (which works because as a lancer, I start in Gridania), but I really want him to choose Limsa as his GC once his adventure starts rolling and he has to leave Gridania. There's no IC reason for it yet, but I love Limsa and I want Uther to reside there.