There are as current three classes in Dragon's Call, 'Warrior', 'Mage', and 'Assassin'.
Warriors have the highest hp of all the classes overall, and the ability to hold shields. They are therefore often used in the 'tank' position when exploring instances. They do decent amounts of damage and are hard to kill.
Mages have very low hp, but they can do the most damage out of all the classes. They have skills that let them ignore armor, and debuffing attacks like 'fireball'. A Mage protected by a tanked Warrior can do huge amounts of damage in an instance.
Assassins (sins) dodge more often, and occasionally double-attack. They use two daggers to deal a decent amount of damage, and they have debuff and poison abilities. They have more hp than mages, but much less than warriors. Agility is the most important stat for sins. They perform their fury attack very often, due to their high agility rating.
You can choose your gender at the same time you choose your class. There are no statistical differences between Male and Female characters. The only difference is in the avatar and fight animation.