At lower levels, only some pets are good. Bears are awesome from the get go, as are Pigs, Boars, and Siamoths. The big lizards are good too - you can tame one in the human starting area, in the water by the dam where the level 3 heart is. My bear could tank just like in WoW from the start. And once you can swap them out, swapping in a second tanky pet makes them last forever. I’ve also had good luck with Hyenas and the Kryten Bloodhound. Many other pets (including most cat types) I found pretty weak at the start. I understand you can get traits that give them heals on a critical strike, and when you get that, the cat type pets are supposed to be great. I picked up a spider of some sort for WvW and it’s great too, he sits at range and lobs poison into the crowd.
Hyenas are fun too, their F2 ability summons a second Hyena which runs around like it’s on crack. It’s funny because none of the aggro it generates transfers to you, so if it runs crazy and dies, it’s no big deal.
The Signet of (I think) Stone is good for your pet. When you activate it, your pet takes no damage, so it’s really useful when you’re fighting a big boss and your pet is taking it on the chin and you need him to last a little bit longer.
Once you tame it you are asked if you want to use it. If you don’t it’s put into storage. You can change your pet assignments at any time when you’re not in combat by clicking on the pet portrait.
As far as Rangers feeling weak, I agree. I was reading that last time the Greatsword Rangers were mashing everything, so I heard the damage on Greatsword has been reduced. Even though it may be “weak” (on a relative basis) I don’t have any trouble leveling for the most part. My problem with Ranger is that I feel it doesn’t do anything besides vanilla damage (excepting the shortbow, which does a lot of fun condition damage). I compare it to the other classes I’ve tried (Engineer, Mesmer) and I find the other ones more interesting - though I do find the Ranger levels pretty easily - until he gets into trouble. Then I feel he doesn’t really have any get out of jail card.
Guild Wars 2 doesn’t really have quests. You’re still thinking in the Wow-model. The hearts you see on the map are more or less guideposts that you know you can go to a certain area and find an activity. But that’s just sort of a guidepost. You should be keeping your eye open for dynamic events. If you just go from heart to heart, doing one and moving on to the next, you’ll definitely be underleveled. As mentioned upstream, you can get lots of XP from crafting, exploring, and doing the dynamic events. Gathering also gives you lots of xp, and since all crafting nodes are instanced for each player, nobody can nab the nodes that are yours. Even if you’re not a crafter, it makes sense to gather wood and ore and plants when you can.
If you end up too low for a zone, or you finish a zone and are too low to continue, you can do stuff like try to get map completion in the zone you just finished, or get a map completion in your capital city. Or you can head to Lion’s Arch (using the purple portal in your capital city) and go to one of the other race’s capitals, and go explore the countryside from there. Or you can go to WvWvW, that’s another way to get some XP.