The market is the best way to make gil in Final Fantasy XIV Online, if you don't mind taking some risks. I have lost thousands of ffxiv gil, only to make it back tenfold just a few hours later. Here are some tips on how to play the market:
Check the history of items before investing. Just because the item is listed for 10,000 gil doesn't mean it sells for that. Check the history, you could be surprised.
Check the current tax rate. Tax can affect a lot, so check the tax rate and sell items in the appropriate city to keep your profits to a maximum.
Materia is the best way to start. I started out my market dealing career with materia. It's easy to search and offers low risk investments. You won't be pulling a lot of gil in at first, but it's a great way to start.
Buy large stacks of items, and break them up into more expensive smaller stacks. Some crafters just need a small amount of something for an item they are making. But gathers will sell large stacks of an item. You can buy that large stack at a low price, then break them up into smaller stacks to sell at a higher price.
Don't try to buy everything of an item in an attempt to re-sell it at a high price. Prices go up and down rapidly sometimes, so it's not possible to corner the market on an item. Keep in mind you are competing with everyone since all of the markets are linked. So unless you know it's a very rare item, I would avoid this tactic.