I am totally new to this game so please cut me some slack. Just got it for Christmas and I'm still trying to figure out what I'm doing.

First, I created a Fighter/Thief, and after reading the posts I wonder if thats the way to go. I wanted to create a Swashbuckler but it didn't give me the option. Maybe because I started with a dual class rather than dual classing later?

Second, would a Kensai/Mage be better? People seem to like them.

Third, I found a necklace but can't figure out how to identify it. One of the characters has an identify spell, but like I said, I don't know what I'm doing.

Any help?

First things first - there are two ways to get a character with more than one class.
(this is a bit scrawled, but try and bear with me)
The first is to multiclass, something only available to non-human characters. That's when you play two or three classes simultaniously. It can have some restrictions; weapon specialisation, for instance. Also, since you're playing them at the same time, you need twice or even three times as much EP to level up. The second way is to dual class. A human can start one class and, provided their stats are up to it, dual into another; that's when they change professions. They get the abilities of their old profession back when they surpass its level with their secondary class.
Kensai/mages are popular because they're pretty strong. What you play is up to you.
There are three ways to identify something; with lore, with a spell or scroll, or by getting a shopkeeper to do it. Lore is easy. If you have enough lore, when you right click on an unidentified item, it will identify for you. If not, you can use a spell or scroll. Right click on an unidentified item, click 'Identify', then click spell or scroll.
I'm pretty sure all this stuff is in the manual, you might want to have a quick look-through.

Thanks for your help. I must not have enough lore -- or maybe its just a simple necklace. When I left click all I get is a description ("this is a necklace") and a button "done". There's no "identify" button.

Like I said, I'm new to this game. I've been a Diablo fan for years, but I can see this series is much more complicated -- which is good!