You're free to start working on any other classes once you open that option. I think its better to try to focus on similar classes/jobs as the gear can be used by them all which keeps inventory a bit easier to manage. I like making alts to try different combos and looks but will always have 1 job as the main focus for that character. Nothing wrong with sticking to 1 character though as you can do everything with 1. Figure out what you find enjoyable/comfortable and run with that.