I don't really think that there is a *right* class to play for your first game. If you had a look at the manual, and thought 'Oh man, a monk, I'd love to try that,' then that is the right class for you.
Just make sure that when you're generating your character you read all the info on all the classes, races and stats to make sure you get the best out of whatever you pick. Some classes can only be played by humans (Paladin) and some races get bonuses and penalties to their stats which make them more suited to some classes than others. There are no strict rules about it though, just go with whatever feels best to you!
Bear in mind that multi-class characters take longer to gain more abilities/spells as the experience points you earn are split between each class, so for your first game I would advise picking a single class character.
On the question of *my* preference, I like Bards best - they can do a bit of lots of things, without being specialised in any one area. The Blade kit is better at fighting with 2 swords at once, the Skald is a better all-round fighter, and the Jester has special types of song which cause different things to happen to enemies.
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Time is an illusion. Lunchtime doubly so.
Epona of The Laughing Hyenas.