The three classes are roughly equal in overall power. Which class suits you best may depend on your playing style.
Male and female versions of the class have identical combat abilities; only their appearance is different. There is nothing wrong with choosing a class based on their appearance.
KnightKnights are a defensive class wearing heavy armor. Knights have a high hit point total and use skills that boost their defenses and that punish those who attack them. Knights do slightly less damage than the other classes but their Delphic attacks can be devestating. Most of their skills target front row enemies. Knights are the most effective in the front row where they can absorb damage for their teammates and make the most of their defensive skills . The primary stats for a Knight are Strength and Stamina. The class can use swords and axes for weapons and both are used as two-handed weapons. But Knights cannot use bows or staffs of any kind. Despite the female Knight's picture showing her using a shield, shields are not available in the game.
ArcherArchers are all about damage using attacks that deal damage to both single-target and multiple targets. So high are a well geared Archer's damage numbers that they are the best class for damaging the World Boss. While most of the Archer's attacks hit random targets, they have skills to target the front row or the back row as needed, making them good for picking off vulnerable enemies. However, archers lack any defensive skills and wear medium armor. Archers fight only with large crossbows and use Agility as their primary stat. While Archers do require Stamina to survive, they also make the most of Critical HIt to boost their damage output.
MageMages are the proverbial "Glass Cannon." Their spells can inflict good damage to all targets and even whittle down a single target with a powerful blast of fire and lightning. A well equipped and boosted mage can be deadly on the battlefield. Mages also have access to healing skills which can be useful in any kind of encounter. While the other classes do have one or two healing skills, a Mage's healing is far more effective. A Mage's primary stat is Intellect which increases the power of their spells. Stat-wise, Mages should invest in Stamina for health and / or Critical Hit to boost their spell damage.
But despite the power at their control, Mages suffer from low physical defense wearing only the lightest armor though their magical defenses start higher than the other two classes. Mages are best positioned in the back row to avoid as much damage as possible. Mages use staffs not as physical weapons, but to increase their stats and become more powerful.