Confused how Classes work?

[Niwashi]

1st step) Completing your level 10 class quest on the original class you started the game with unlocks the Armory System that lets you switch classes.
2nd) Once you've done that, you can take any of the "So you want to be a <class>" quests from the receptionists at the various class guilds. This leads into the quest that unlocks that particular class.
3rd) Once you've unlocked a class, you can switch to that class simply by equipping that class's weapon or tool. So when you have a bow equipped, you're an archer and when you have a saw equipped, you're a carpenter. But you can only equip weapons/tools whose class you've unlocked. (You can unlock and then level as many of the game's classes as you wish. Many of us are leveling up all of them.)

One other note: You'll have a separate level for each class you unlock, and will start each newly unlocked class at level 1. So it's a good idea to keep a hold of your starter gear to wear when unlocking new classes, as you'll initially only be able to equip level 1 armour. (Not that level 1 armour really does much for you, but it just looks silly when you see players running around the guild area in their underwear because they just unlocked a new class and don't have anything they can wear.)

As mentioned above, it's the weapon or tool you equip that actually determines your current class, but with different classes needing different armour/jewelry (both because of being different levels and because of gear designed for a particular type of class/job), you'll usually want to swap out all your gear at once when changing classes rather than just your main hand weapon/tool. To make this easier, the game lets you assign gear into Gear Sets, so instead of just equipping your saw, for instance, you'd equip your Carpenter Gear Set, which would include your saw and whichever armour and jewelry suits a crafting class at your current CRP level.

[Kraxammer]

As mentioned above, it's the weapon or tool you equip that actually determines your current class, but with different classes needing different armour/jewelry (both because of being different levels and because of gear designed for a particular type of class/job), you'll usually want to swap out all your gear at once when changing classes rather than just your main hand weapon/tool. To make this easier, the game lets you assign gear into Gear Sets, so instead of just equipping your saw, for instance, you'd equip your Carpenter Gear Set, which would include your saw and whichever armour and jewelry suits a crafting class at your current CRP level.

This sounds awesome. . .will I get a pop up tutorial explaining how to use and set up gear sets?

[Niwashi]

will I get a pop up tutorial explaining how to use and set up gear sets?

Yes. IIRC, I think the Gear Sets are unlocked at the same time as the ability to add additional classes is unlocked, which is when you complete your level 10 class quest on your original class. At any rate, when it's unlocked, you'll get a tutorial pop-up to explain it.