Instructions
Fight monsters and complete quests to gain experience. After you gain enough experience, you'll go up a level. During level up, you can choose a new skill. Select "Magic Gear License." This allows you to rent a Magic Gear.
Travel to Prontera. It's located in the center of the world map, northwest of Payon and east of Geffen.
Speak with the Magic Gear Master in the center of town. So long as you have a Magic Gear License, he'll offer to rent a machine to you. Accept, and you'll automatically enter the Magic Gear and become a mech pilot.