Make no mistake, end-game is all about challenging harder and harder content and having fun while doing so. As you complete content you will gain better gear, which can be used to challenge even harder content. If your gear is not good enough then you will struggle with content, so it is important to not get too far ahead of yourself. While it may feel that end-game is all about gear, the main thing is having fun. The gear rewards you for taking on the challenges and gives you the feeling of getting stronger as you beat higher challenges.
End game in FFXIV: A Realm Reborn currently begins at level 50. Upon reaching this level you should prepare for end-game by first completing your level 50 job quest to gain your final piece of AF armour. You should then complete the main scenario, which will take you to Castrum Meridianum and The Praetorium.
You now have all of your job skills and a basic set of equipment to begin end game with. You may need to take a look at your accessories and get level 50 ones for any that aren't up to standard, and it is worth picking up your level 50 Grand Company weapon as it will be your best weapon at this point.