Hi Kaki's Sister...
There really is no right or wrong way to start..but the general rule for RPG is a mage is harder at first, quite weak and until he/she levels up; it is difficult; but oh boy once they level.
The first time for me was this game and I choose a thief; er...survivor. And managed quite well.
This game allows you to go into the other skill paths to pick up and learn those skills as well..so it's not like you're "locked" into that role and can't play around with other roles.
I played as a Warrior once, by far the easiest to choose..much stronger and winning all fights at first.
Tried the mage, which was fun, but I also in reality was more a battle mage, I like a nice sword.
I suggest, start one of each character and play around a bit and see which character fits you..it's well worth the time and very interesting.
Alice, Yep we love those little darlings...