if you pick Royal to start you get an MP refresh ring, as well as some max mp+ gear, and they start at soul level 1 so you can pretty much build the character into whatever you want.
Knights are a solid choice for starting out a melee character (you can get the ring the royal gets later anyway, in 4-1), as they're powerful enough to make the first mission a great deal simpler.
Like I said earlier though, classes are relatively unimportant since you can build any character any way you want.
XI Wiki


