A class is the primary adventuring style of a player character.
A character's class determines the abilities, powers, skills, and spells they will gain throughout their adventures, and consequently the styles of play available to the character.
It determines the types of weapons and armor they can use, which attributes they will value (and how those attributes function), as well as what combat roles the character is suitable for.
Class also reflects a significant choice of path for a character: whether they have chosen to pursue the dark arts of the warlock or the Holy Light of the paladin; the bloody honor of the warrior or the arcane knowledge of the mage.
Be aware that the choice of which class to play is constrained by the choice of race; each race has a different group of available classes to choose from.