Have you gone directly to the guild leaders? If so, look around the room of the guild where you want to join and find the "Guild Receptionist" NPC, usually somewhere around the entrance of the classes guild, it should have a quest symbol above its head (this quest symbol wont appear on the map, it really is only visible if you look at the NPC). Talk to it twice and you should have the quest for the class you want to change into. If you don't see this quest on the NPC, chances are you need to unlock changing into other classes by either progressing in the main story or your main classes questline, I however do not remember if neither of these two were required to actually change into another class.