I'm about to start my first character and I have no idea what class to pick. I prefer a decent challenge my first time through but prefer to save the higher difficulty playthrough for my next time after I've absorbed the ins and outs of the game.
Choosing a class at the beginning isn't a permanent decision, so don't sweat it too much. You can switch classes after hitting level 10, and the game encourages switching your classes up. Just pick whichever one catches your eye and if it doesn't click just change up at the first opportunity.
If you want an actual suggestion, I started with Strider and had a lot of fun with it. You get a bow and a pair of knives to play with, so you've got both ranged and melee options, and you get plenty of time to practice your marksmanship so that when the time comes to start fighting big gribblies you'll be arrowing them in the eyeball like a pro.