If I want to be a gunslinger?

Wardden

Which of the level one job classes puts me closest or into Einbroch?

CleffyII

It goes Novice-> Gunslinger.  You don't need to change job classes intermittently.  Getting to Einbroch isn't a challenge since you can walk and there is a safe route with non-aggressive mobs, or you can take the airship.  Although becoming a Gunslinger as your first character can be challenging.  I suggest trying out an archer first since its easier to progress and change into an archer.