Yea, you're still fairly early in the game, since you haven't specified anything. as for the level cap, i think the cap is 40, but once you hit lvl 35- enemies and quests give rather insignificant exp, so don't expect to get past lvl 37 by the time you finish Ego Draconis.
Tutorial, Broken Valley p.1, Broken Valley p.2: Lovis Tower/Maxos Temple, Sentinel Island, Orobas Fjords, Hall of Echoes (end of Ego Draconis) ~~> start Flames of Vengeance
