If you see an npc that doesn't have a name over their heads and can't be clicked, try walking up to them. When you get near them, a dialogue bubble will pop up or the npc will perform an action. And...that's it. As SIMPLE as that is, the execution is WONDERFUL. There are hundreds upon hundreds of these kinds of npcs around the world, and Square Enix takes full advantage of this simple tool to give the world more personality.
Limsa Lominsa is a city-state completely run by pirates and expirates-turned-fishermen. But no amount of backstory and quests can help paint this picture more than just walking around and taking it all in for yourself.
You can get a good feel for the states of things if 2 npcs are talking with each other. Odds are, they' won't take notice of you so you'll end up walking into conversations.
Ul'dah is a city-state built by the rich and ruled by the corrupt. The streets are filled with the homeless and npcs down on their luck, while the rich live in the lavish quarters of the Chamber of Rule. Just be careful where you walk!
This stuff isn't just limited to conversations either. Some npcs will perform certain actions or emotes in your presence. After you've joined your city-state's Grand Company(militia), all npc members of this grand company will use their exclusive salute whenever you walk by them. It's not all serious though. There's plenty of sillyness to be found.