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.
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