basic Job Change:
To change job from all other jobs aside from 3rd jobs; you can do so by speaking to any of the job change NPC's stationed in Prontera or Hugel (@go 0, @go Hugel). To ascend to your new 3rd job however, these NPC's will tell you where to go when you are ready!
To Become A Baby Class:
You must be a Level 1/1 Novice to be a Baby Class. Speak to the Job Master located in the center of Prontera, right below he fountain.
3rd Job Change:
To become third job you must be a rebirthed class with a Base Level of 125 and Job Level of 70.
If the above requirements are met, then proceed to the Valkyrie Realms to speak with Valkyrie, the messenger of Valhalla in the hall of honor for all Warriors. Upon your transformation into a third class, your Character name and chosen job will be broadcasted by Valkyrie Server wide.
More paths you can take by job changing into straight from Novice! For all Rebirthed (Transcendent Classes) after you reach Base Level 99 you Become a High Novice and proceed from there just like before, only now you are a High Class that has been rebirthed and later when your ready; can change into the 3rd class! All extended classes can be changed into by the Prontera Job Master