You can play the game anyway you like. No penalties whatsoever

Rogue was one of the classes I've tried the last. Never liked the class in other MMO's. Personally I prefer playing a healer class

But now that I'm leveling one. Got my Ninja to level 46 last night It's actually a fun job to play Stealth is nice, but it seems less required here compared to other MMO's. Now I just need to remember the combinations to make those Ninja tricks

Have fun in the game and welcome