Edward_R_Murrow
Arcane
And what's the best class to start with?
Of the three initially available Vocations, I'd only recommend against going Mage because the gameplay is a little stale if you aren't familiar with the enemies and general gameplay. Not to mention many Mage augments (passive skills that can be slotted onto a character, regardless of current Vocation) aren't nearly as flexible when transitioning to different Vocations as compared to those of the Fighter and Strider. The same is also true for stat growths accrued when leveling as a Mage; high slant towards Magic Attack/Defense at the expense of everything else (HP, Stamina, Physical Attack/Defense) makes it a little harder to swap to a melee-oriented vocation. And you'll be lacking a lot of shared techniques that physical classes have in common (e.g. Fighters that swap to Assassin or Mystic Knight retain many of their Sword techniques purchased as a Fighter, even if their current rank in the Vocation would not yet have unlocked the skill).
Fighter is certainly solid, and is a great foundation for Assassins, Warriors, and Mystic Knights. They have a lot of attacks with high damage and good knockback, and blocking with a shield is a strong defensive option (especially when you buy the Core Skill that strikes enemies on Perfect Blocks). Some later techniques allow the Fighter to perform reversals and be wreathed in invincibility frames. The biggest weaknesses of the Fighter are their lack of ranged attacks, their inability to deal well with aerial foes, and their lack of techniques with innate elemental properties (they have to rely on pawns or the rare weapons with permanent enchantments).
Strider is a good all-around choice. Daggers may not be as damaging or heavy-hitting as swords are, but there are a lot of moves with useful properties (fast movement, ability to be used while climbing, innate fire elemental effects, etc). And the Short Bow gives the Strider access to ranged attacks, a good way to combat airborne foes, and a delivery method for specialty arrows capable of inflicting status effects. Like all "Yellow" vocations, Striders gain access to a dodge roll while equipped with Daggers and Striders specifically have increased climbing speed while grappling on large foes (cyclops, griffons, dragonkin). Their stat gains are balanced, but weighted more towards Stamina, as are their augments, making the Vocation pretty suitable to switch to anything else.
Above all, feel free to just experiment and swap vocations as you please. A min-maxed character (e.g. Fighter 1-10 and Assassin 11-200) can certainly help make the game a bit easier, and make things like a certain bosses' Online version go far smoother, but even "bad" characters can do well enough in the game, given proper loadouts (gear, techniques, augments) and play.
PS: When creating your character, pay attention to size and weight. Bigger characters have much larger hitboxes and can't access certain hidden caches that require a small frame/stature, but can carry more, are less effected by things like wing buffets (or strong winds), and count for more towards weighing down certain creatures. There's a ton of detail in this game.