Oh, one more thing. Each class is leveled separately, so when you unlock a new class, you'll be level 1 in that class. That means you'll be back to only being able to wear level 1 equipment. Keep your starter gear (or get replacements if you've already out-leveled and sold it) to use when unlocking new classes.

Once you have multiple classes unlocked, switching between them is a matter of which weapon you equip. For instance, if as a level 13 lancer you unlock archer, you'd alternate between being a level 13 lancer and level 1 archer depending on whether you're holding a spear or a bow. But since as a lancer, you'd be higher level with the ability to equip better armour, you'll generally want to change out all your equipment at once when alternating classes. That's the main purpose of saving multiple gear sets as Spawnie mentioned. Then, instead of just equiping the lance or bow, you'd equip your lancer gear set or archer gear set.