Hello,

You are almost there

1/go to a guild
2/Talk to the the guild receptionist (twice usually) and accept to join (it gives you a quest)
3/the quest is to speak to the guildmaster (few steps away) that will make a little speech validate your quest (100 xp and a weapon for the new class)
4/the guildmaster will have a red quest marker on him/her until you change class.

You equip the weapon you just got and you will be the new class