There's pretty much an inbuilt reason why your character not just would but pretty much has to go to Limsa Lominsa to start his adventuring career: That's where the Marauders Guild is. If he's going to learn to axe fight, he's got to learn it from those who have the time and resources to teach him.
Alternatively, maybe he starts his career out in the Black Shroud, learning the ways of one of the local guilds. Eventually he gets frustrated one way or another, and hightails it for Limsa Lominsa and the Marauders Guild. He won't start as a Marauder, but it gives you an in character grounding in Gridania and motivation to later take up a non-Gridanian fighting art.
In other words, don't bemoan the Class/starting city ties, use them.
Alternatively, maybe he starts his career out in the Black Shroud, learning the ways of one of the local guilds. Eventually he gets frustrated one way or another, and hightails it for Limsa Lominsa and the Marauders Guild. He won't start as a Marauder, but it gives you an in character grounding in Gridania and motivation to later take up a non-Gridanian fighting art.
In other words, don't bemoan the Class/starting city ties, use them.
