In Guardians of Adelia classes determine your playstyle. You do not need to change your character to change your class. There are lots of classes you can select but you have to unlock them first.
Changing your class from Menu
You can open menu by clicking the Menu Book in your inventory. (Open your inventory with E key) At the menu click Character and then Class. Here you can select from tier 1, 2 or 3. And finally select the class you want.
All 4 classes are unlocked from start. But each class has their own level.
Each class has it's own experience point, which can only be earned by killing monsters. When your class level ups, you will gain a skill point. You can find more about skills here: