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You should generally have a fairly good knowledge of the game. It's possible to solo first time through (I've known at least one person who's done it), but it isn't usually recommended. Especially not if you plan to use any mods which make the game harder, if you plan to play no-reloads, or if you are going to be playing on any difficulty above Core Rules.
As for the best character for soloing, all of them can do it. Almost all classes HAVE been soloed through the game atleast once by members of this forum. A sorcerer is both the best and the worst class for soloing, generally. They're good if you have an excellent working knowledge of the spell system (because not all spells are worth even mentioning), and if you can enjoy not being able to loose (which many people can't). Other than that, you should be able to get through the full game just fine, if you don't get bored part way through.
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