[Radek]

1. I think there are no bad and good ways of changing roles. Follow your goal and change the roles accordingly. Change role, if subsequent levelling up cannot give you anything important.
There are two common reasons of keeping a role:
a) A role specific trait, for example Stunning Blow or Crusade.
b) Spell level 6 and 7 spells.

2. You gain levels quickly at low character levels. That's why many people change roles quickly, too. You get more opportunities to train and you get your skills higher. On the other hand, you cannot gain high level spells this way. Also, you cannot return to an abandoned role unless you reset adventures so that you can miss an important trait.

3. You are correct. You will get 1 skill point an no (or one) ability point until your level in your current role reaches the highest of your levels in the preceeding roles. For example, if you are 7 Barbarian, 13 Priest, 6 Samurai and become a Ninja, you will get the 1 point until you become 13 Ninja.
But it is no drawback! You can train in guilds. This makes the skill points rather unessential. Well, your stats will not grow, either, but you can train in guilds everything except FOR and WIL ans you can use ankhs.
Actually, I can recommend the following:
a) Reset adventures so that you clear your role history.
b) Continue to Ishad N'Ha as a "pure role".
c) Get high guild levels there: Warior 5, Temple 5, Mage 4, Thief 2. And finish the Jathil quest so that you activate the Jathil bug.
d) Now start changing roles. Take a new role, use the Jathil bug for getting character level 4 without losing training opportunity, leave the town, gain next levels and train. Up to level 8 or so. Take next role. And so on. It won't last too long and nobody will be able to teach you anything... Plan the role changes such a way that you get your final role at the end.
e) Reset adventures. It's a different coffee now.