Aetheryte travel is only used by a small fraction of the population. The reason for this is that it both requires a great deal of mental fortitude and endurance. Most people don't have the strength, aetherically, to use teleportation on a day-to-day basis. This is why you still people using chocobos and caravans and the like to get around.
Adventurers, on the other hand, tend to be a bit more disciplined. Stronger. Have a larger pool of aetherial energy, essentially. These people are able to use aetheryte travel more reliably because of this. However, it's still taxing, and constant teleportation technically goes against established lore.
See, back during 1.0, teleporting was limited by what was known as anima, which was basically your spiritual energy. You started with a stock of 99 anima, and each teleport took away a certain amount of anima depending on the distance traveled. Your anima regenerated slowly over time, which meant if you teleported often, you would reach a point where you'd have to wait for your anima to recharge before you could teleport again. This mechanic was removed with ARR, however, and anima turned into a gil fee for gameplay reasons.
That being said, the concept is essentially the same. Even the strongest of adventurers can only travel by aetheryte so many times in a short period before their body gives out from exhaustion. It's a very taxing procedure.
The short version is that aetherytes act as giant aetherial beacons. Once you've attuned with a crystal, you know it's presence. You know where it is, you know what it feels like. When you teleport, your body breaks down into the aether it's comprised of, and you ride along in the lifestream. Normally you wouldn't be able to exit. However, because of these aetherytes acting like beacons, they pull at your essence and direct you to the location you focused in on.
[You can find a more in-depth explanation here on all of the above, however.]
So, basically, unless your character is strong on a spiritual / aetherial level, using teleportation should be either extremely taxing or near impossible.
Lots of people handle the exhaustion tied to aetheric travel in various ways. Some have their characters feel sick to the stomach when they exit. Some have their characters physically and mentally exhausted after a few teleports used in succession. It ultimately depends on the direction you want to take it, or how often you use aetherial travel.
Adventurers, on the other hand, tend to be a bit more disciplined. Stronger. Have a larger pool of aetherial energy, essentially. These people are able to use aetheryte travel more reliably because of this. However, it's still taxing, and constant teleportation technically goes against established lore.
See, back during 1.0, teleporting was limited by what was known as anima, which was basically your spiritual energy. You started with a stock of 99 anima, and each teleport took away a certain amount of anima depending on the distance traveled. Your anima regenerated slowly over time, which meant if you teleported often, you would reach a point where you'd have to wait for your anima to recharge before you could teleport again. This mechanic was removed with ARR, however, and anima turned into a gil fee for gameplay reasons.
That being said, the concept is essentially the same. Even the strongest of adventurers can only travel by aetheryte so many times in a short period before their body gives out from exhaustion. It's a very taxing procedure.
The short version is that aetherytes act as giant aetherial beacons. Once you've attuned with a crystal, you know it's presence. You know where it is, you know what it feels like. When you teleport, your body breaks down into the aether it's comprised of, and you ride along in the lifestream. Normally you wouldn't be able to exit. However, because of these aetherytes acting like beacons, they pull at your essence and direct you to the location you focused in on.
[You can find a more in-depth explanation here on all of the above, however.]
So, basically, unless your character is strong on a spiritual / aetherial level, using teleportation should be either extremely taxing or near impossible.
Lots of people handle the exhaustion tied to aetheric travel in various ways. Some have their characters feel sick to the stomach when they exit. Some have their characters physically and mentally exhausted after a few teleports used in succession. It ultimately depends on the direction you want to take it, or how often you use aetherial travel.