...you're going to wear pants?! woah...
Don't forget, Darksaber, you can do a little rewrite after your first event!
Say you go Rogue (human, just to be basic and boring, I know), and with three back-blankets (because you donated some food to NPC camp and maybe some packets or costuming) you have 25 build to start. Or maybe you NPCed. Anyway. 25 build.
You purchase Read/Write (6 build), Herbal Lore (3 build), and three levels of Alchemy (9 build total). You throw in One Handed Edge (for 5 build) and a craftsman skill (for 2 build).
You can take your 2.2 silver (1.2 silver as your 'welcome to the world' gift from Logistics, and one silver for your Craftsman skill) and use your production points to make some elixers. Maybe you batch it. Off you go! You play the weekend.
Now say you weren't a big fan of melee combat, or find out that it's harder to be sneaky and rogue-y than you thought. You can change to Artisan at the Friday logistics of your next event, dropping OHE and gaining levels of alchemy and maybe Merchant.
Or you decide that you love combat (and are good at being sneaky) but throwing gas is too expensive, so you keep everything the same but plan to start buying Back Attacks and Backstabs instead of more levels of Alchemy.
Or you REALLY loved combat, switch to fighter, drop everything but OHE, pick up Shield, or Florentine (and maybe Two Weapon).
Like Marcus brought up, you can always 'fluid class' from one class to another, because class is OOG. You just have to be patient and save the build points to do it, because you can't drop any skills, but must be able to pay for them under the new class you're changing to. You can do that at any time, the free rewrite only applies to the FIRST character you create, and can ONLY be done while logisting for your second game.
an example of Fluid Classing: that 25 build that was spent to make you a rogue? As a fighter those same skills would cost 35 build. So if you decided to fluid class from Rogue to Fighter with just those skills, you would have to save up 10 build to do so.
If you wanted to Fluid Class to Artisan with those skills, it would've cost you 24 build, so you're in the clear. Keep in mind, buying Weapon Proficiencies or Backstabs (at 30 build apiece) would be prohibitively expensive and you'd be swinging 2's for a very long time.
My vote is that you NPC a time or two (or three, or 30, like I have... it's ADDICTIVE!) and learn a little about the system, and how a character grows within the Alliance world before you PC. Even NPCing once will give you an idea of the skill differences between classes so you can find what suits you better. Trying on different levels of costuming is always nice, too, so you don't design yourself into a costume you find uncomfortable for the changing weather.