Need some help understand the class/job system

[Dualblade]

You can; the difference between being in Thaumaturge and being in Black Mage is literally whether or not you have the Black Mage soul stone equipped! With that said, the further you go into Black Mage, the more skills you will receive that are completely unique to Black Mage and can't be used in Thaumaturge, and the more important those will become to your capabilities. Before long, you won't have any reason to swap back into Thaumaturge, really.

Don't forget that the soulstones also give extra stats while equipped, making you that much stronger.