There is no such thing as a "main class". The class you start out as only impacts which nation you're a member of, an early main story mission, and the first quest for your class.

Now, that all said, it's important to note that Dragoon is an upgrade to the Lancer class. Which means as you level Dragoon, you're levelling Lancer, and vice versa. So, in playing a dragoon, you'll still be playing as a Lancer... just altered!