Alltrades Abbey is where you can change your vocation. However, you will soon learn that all is not well at the abbey.
Help Alltrades Abbey
When you go into Alltrades Abbey, you will soon learn that Abbot Jack has gone missing, so no one can change vocations. Talk to the guy at the northernmost end of the location and say that you want to change vocations, but he will tell you that you can't. Talk to him again and he'll mention that someone in the Abbey right now gave them a shiny fruit and says to go look for him.
Go downstairs and talk to the bartender in the southwest. Then ask the maid. Then go to the martial artist standing outside of the Inn and say that you need something. Then go upstairs and Stella will emerge and have a few words to say. Go north and talk to the guy at the northernmost part of L1. He'll ask you to go the Tower of Trades to find the Abbot. Agree to go. The man teaches you how to bow.
Before you leave, be sure to read the books in the inn downstairs, where you will learn some new alchemy recipes.
Now you can go east from Alltrades Abbey to the Tower of Trades.