Zone:
You are still mostly in Ul'Dah area, which is very "dessert" style, with Limsa being more ocean/pirate, and Gridania being more forest/mystical, Ishgard being snowed under, you do get to see a lot of very different atmosphere later.
Music:
Music is WAY better than WoW (I know it is subjective), as Sahlamuhla said, especially boss fight and Trial. If you played any FF before, you would know the summons are a big part of FF, and in FFXIV, every summon battle has their own "theme tune", some examples (spoiler alert!!!):
https://www.youtube.com/watch?v=CuQMcY-rE3s Leviathan fight, the music starts in 7:17 (phase 2)
https://www.youtube.com/watch?v=D_jUOel9BuQ Shiva fight, music starts 4:58 (phase 2)
https://www.youtube.com/watch?v=nQQiySKZBag Moogle fight, music starts 3:53 (phase 2)
I just don't see how most other game compete in terms of music, even dungeon themes are very good (wait until you enter Pharo).