do I level slow?

The more you play, the more experience (no, not EXP points) that you get for recognizing and knowing more things, thus, you will level faster. For example, play a Sin from 30-70 your first time. Make another Sin and play THAT from 30-70, I assure you that you should level faster than the previous attempt if you know what you're doing.

That's true. My first character took a month to get to 8. My second took the same amount of time to get to 20 (a month). My third was my DK, who took two months to get to 48, then another two months to get to 50 (-_-). I had a bunch of characters after that and learned tons, and I'm now able to get to 45 in two to three days. In fact, I made 42 to 46 today in a matter of a few hours.

EDIT: You probably arent wanted in cPQ parties because your a low level (no offense, I am too on my new main) and don't have maxed heal or any other support abilities. By level 40, you should be getting in easy.