New to the game and need some help!

[Conradus]

You do need to finish the level 10 class quest on your first class in order to unlock the Armory System, which allows you to save gear pre-sets for each class you unlock. So unless you want to change each piece of gear every time you change class, you need to do the level 10 quest.
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No. The Armory System isn't just your gear sets. It's the whole system of being able change class by changing your primary weapon/tool. Until you do the level 10 class quest for your starting class, you cannot change class. At all. The other guilds will not give you the quest to activate their class.