It depends on how you like to play.
Personally I believe that a lot of us when we first started playing was to choose the default fighter, then move on to mage and so on and so forth(in reference to those who have never played the PnP game of course).
Fighters are nice, and I personally started out with a Kensai because I was really excited about the class even before BG2 came out.
If you like to take things slow and easy, use a Thief. If you prefer to go at it full-on, use a Fighter. If you like both, use a Monk
And if you like a tough early game but an easy end game, use a Mage. IF you like an easy early game but a slightly tougher end game, use a Sorceror.
If you like to sit back and huddle in a shell like a turtle, use a Cleric. If you want to be absolutely useless, choose a Bard (hah just joking Bard fans)
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Why?