For me part of the fun is the variety of classes you can play. Even though you can do everything with one character I like making alts to explore different looks. Some of the npc characters you meet make me laugh too.

My advice would be to stick with the class/job you feel most connected with. To get through the story you want to play something that flows comfortably for you so you enjoy the challenges you face. You'll also want to level up other classes that meld well with your main to maximize your abilities but don't let anyone else shame you because you didn't unlock a secondary class ability yet.

Have fun!