Best to wait it out two more levels before heading to Jeuno as a melee job. The main place you'll exp at once you reach Jeuno is Qufim Island, but it's not as melee-friendly pre-20. You could get by at 19, though, if you'd really like to get to Jeuno, but going at 18 will be more trouble than it's worth since you'll need to come right back to Valkurm/Korroloka and put on another level or two before you can really contribute as much to parties in Qufim.
Also, being at 18 now, you can try to gather up a couple friends or linkshell mates and knock out that subjob quest if you haven't already done so, then tack on some levels for that as well (for your WAR at that level, I would recommend using MNK as your subjob).
Once those things are out of the way, Jeuno will be the place to be for you.