As previously mentioned, choose your class for the whole game experience, not simply for the small attribute bonuses during character creation. However, it's good to know what you're getting when you launch a career.
Warriors gain +4 strength, +3 dexterity, +3 constitution. As you would expect, these are all nice bonuses to the stats that aid you most in combat.
Mages gain +5 magic, +4 willpower, +1 cunning. These bonuses scale in favor of the mental faculties, which proves highly useful when casting spells and storing larger amounts of mana.
Rogues gain +4 dexterity, +2 willpower, +4 cunning. With nimble hands and tongue, the rogue particularly needs the attribute bonuses to dexterity and cunning.
Here is a brief rundown on the three classes:
Warrior
Warriors use the best weapons and armor. They need them, because they are the ones who charge into combat and take on foes face first.
They can withstand large amounts of damage, and can inflict even more damage back on their adversaries.
Mage
Mages tap into spells instead of talents. These spells range from healing to devastating AoE blasts to defensive buffs for the mage's companions.
They tend to stay out of hand-to-hand combat and cast their magic from behind the protection of warriors and rogues.
Rogue
In between warriors and mages in terms of toughness, the rogue has many talents (and we're not just talking about the abilities you unlock level by level!).
Rogues can learn to pick locks, spot traps, and deal lethal backstabs from behind enemy targets.