7DOF has a rather unique system of classes. As opposed to the typical system, all players start as the default adventurer class. As you increase in level, new classes will become available.
For example, at Baron/Baroness level, you can become an Elf. You can't become an elf before this, but you may become an Elf at any time after. At Squire level, you'll have all the previously opened classes available to you, and the dwarf class.
Classes are useful because they enable you to change your strengths and weaknesses. Where warriors is strong physically, they lack magically. The converse is true for a mage. You may change your class as often as you want, and you should experiment with changing class as a strategy.
Any time you wish to change your class, you can go to the Temple of Fate, in Freedom (map freedom). In the temple there are stones you can touch to change your class. There are some secret classes that won't be quite as easy to find, though.