I'm kind of confused. what does "no character classes" mean? Elder Scrolls style?
Wuvcraft is only partly correct, there are no set skills or experience levels, but there is no classes (at least as you would find in many other RPGs) either. You improve your character by spending Karma between adventures (there are two types of Karma, "Good Karma" is used to increase skills and attributes and is sort of a fiat "experience", and "Karma Pool" which is used as temporary improvement to rolls such as skill checks).
Yeah, it's sort of like Elder Scrolls in style. The PnP game allows you to create any character you want (although there are limitations that help balance out characters, installing Cyberware lowers a characters Essence stat, which is required by magic users for their magic for example), and it also had Archetypes that you could choose from if you didn't want to take the time to fine tune a custom character (such as the Street Samurai, who is a heavily cybered up mercenary, "Street Samurai" being in-universe slang for that type of guy), again sort of like the "classes" you can chose from in the Elder Scrolls games.
You start out when creating a custom character with the Priority System, you apply A, B, C, D, and E to each of Race, Magic, Attributes, Skills, and Resources. Putting A or B in Magic gives you a Full Magician (for A) or an Adept (for B). Putting C, D, or E in Race gives you a Human (E), Orc or Dwarf (D), or Elf or Troll (C). What you assign to the last three determines how many points you have to apply to Attributes and Skills and how much Nuyen (money in Shadowrun) you have to spend on gear and such. It's not that hard to create a character in Shadowrun (the difficulty comes from the metric ton of dice you can end up rolling during the actual game). Hope that cleared things up a bit.