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Consider making Eder not "a tank", but an offensive ruffian. That means, no large shield, no ultra-slow armor, but Ruffian class weapon(s) such as Sabre and plently of offensive abilities/talents. He will be outstanding if wielding one 1H weapon only for the extra stacking +12 Accuracy bonus. Much better than turning him into an overly defensive slow coward, who tries to hide behind a large shield. Same for Pallegina. She can do very well with a small shield, perhaps one giving ally bonuses, but eventually she can contribute more usefulness if not hurting Accuracy due to shield usage.
About Ciphers. Anything would work. The game contains tons of role-playing nuances to cover all races, classes, cultural backgrounds, but not limited to those. It doesn't matter whether your Cipher is human or an Orlan.
About Normal mode. No worries. Spend the most time at the character creation screen and choose plausible base values depending on what details/explanations are shown there. Later, you would still be able to retrain your characters anyway.
I already thought about making Edér more of a sturdy fighter rather than a full tank, and Pallegina will wield a great sword, but does this mean I should rather build a more tanky character?
Everyone can use heavy armor and a shield at any time (such as in the secondary weapon slot), if considered appropriate, such as if being afraid of certain enemies (spirits, for example). It is not necessary to learn anything to benefit from a shield's protection. Shield abilities would only increase defenses further. Not necessary on normal mode at all.
What makes characters tanks in this game is class choice. One can do a lot with Chanters, Paladins and Monks in this game, but Fighters are the tanks.
Eder - as the Fighter story companion with good base attributes (+6 CON, +3 RES) and class stuff like Constant Recovery - can survive very well without a shield even on PotD mode. Though, on PotD mode, you would want a second frontliner.
Teaching Eder too many defensive abilities/talents in addition to hiding him behind heavy armor and a shield would hurt his performance a lot. With MIG +6 and PER +2 he is meant to serve as one, who causes attackers real trouble. Such as with Knock Down, Extra Knock Down and later Charge to storm through enemy lines. And the only fighting style that gives the extra +12 Accuracy is using a single 1H weapon. Eder does well with two weapons, too, but where Accuracy matters, one better switches to a single 1H weapon only.
Pallegina will gain overall better four defenses than Eder - but with -10 base Deflection compared with fighters, it will take some time - and just like Eder, teaching her too many defensive abilities will make her less useful. She could learn Veteran's Recovery for regeneration of Endurance, but it's not necessary on normal mode. She is okay with a 2H weapon, although she barely compensates the paladin's -5 Accuracy with her PER +4. So, Eder with a sabre will lead by +13 Accuracy. Also, if she learns weapon class "Soldier", she would get bonuses for 1H warhammers and 2H great swords at the same time and can switch between either one whenever she likes. Such as using a warhammer and shield for more protective fighting, if necessary.
Not to contradict you, but to add some additional factors:
Pallegina can equip Ryona's Breastplate whereas Eder can not.
On the other hand Eder can equip Dragon's Maw Shield and Pallegina can't.
These are late game items though.
Pallegina can also provide +6 Accuracy to all near party members AND herself through Zealos Focus and a stackable +5 to ALL defenses through Outworn Buckler.
And of course paladins have utility abilities and Sacred Immolation that fighters do not. But that's just normal difference in classes.
PoE is about companion synergies, abilities/spells that affect allies, food, potions, drugs, scrolls, inn/tavern resting bonuses, survival based resting bonuses, enchanted equipment, summoning figurines. Use all of that, and some would say you will be overpowered. Don't use all, if playing on Normal mode, and some battles might be a bit more difficult.
Enjoy the highly balanced game. Apply stomach decisions or play more cautiously. Since you may retrain also story NPC companions for a bit of gold, no worries.
i also used the NerdCommando guides as a reference, but the min-maxing is not really working for me. i tried it the first 2 gamestarts but have a much better result with less extreme stats. You should have 2 -3 stats high to pass conversation checks in the game. My Chiper has a high Might 18 and high Perception 17 and it seems to work well.
As Damarr mentioned you can do the fine tuning with equipment, just keep in mind equipment stats do not stack. took me a while to understand that.
And most of the guides suggest to use Pistols Blunderbuss or Warbows for a Cipher i hate them both, i use Hunting-bow and leveled Dexterity with equipment and upgrades and my focus is charging reasonably fast.
What I need is a guideline about which talents, spells, and skills to take on my characters at every level. Something simple that will just take off my back the task of having to check every single options for all my characters at every level up, without going full random.
Anyway, covering all attribute checks requires meta-gaming. The highest checks for PER/INT/RES require 19-20.
The Wiki is incomplete with its lists like:
https://pillarsofeternity.gamepedia.com/Uses_of_Might_in_interactions
https://pillarsofeternity.gamepedia.com/Uses_of_Perception_in_interactions
It boils down to a matter of taste and party synergies. Really.
If there is no wizard in your party, you may get the impression that the cipher powers are lacking. Wizards can learn all arcane spells and fill their grimoires with whatever spells they need to target each of the four defenses.
Ciphers must choose from few powers on level up. So, what you can do is to examine the Wiki's list of powers and plan ahead. Pick powers that target different defenses and not only Will defense. Or raise Lore skill and then also cast from scrolls.
--> https://pillarsofeternity.gamepedia.com/Power
There are only few powers that target Deflection, Fortitude and Reflex. Most target Will.
Carefully evaluate those "beam" powers that require proper positioning, such as running into the back of enemy lines as to make the beam hit opponents between the cipher and an ally.
The game is pretty balanced and it is difficult to "botch" a character. The game system is complicated enough for a new player - so the best way to understand it is to play it through at least once and then re-read the rules and try to read about synergies.
Many synergies come from using particular items with particular builds, so even if you read about them in advance often you will not understand what particular underlying mechanics actually make them work. It is much more interesting to delve deeper into build intricacies once you have a solid understanding of basic game rules.
As for your original question about cultures, races and backgrounds: yes, as D'amarr said "the game contains tons of role-playing nuances to cover all races, classes, cultural backgrounds, but not limited to those. It doesn't matter whether your Cipher is human or an Orlan."
BUT while there are "tons" of nuances for such a multitude of class/background combinations - each particular race/class combo will probably see only a couple of interesting character-specific conversations during one play through.
Orlans probably get more race-related dialogue than other races by the way.
Very often the game does not react to your character choice in the most obvious of places.
For example if you play a priest of Wael nobody will recognize this in Wael's Temple when you visit it, not even the god himself when you encounter him later in the game.
You will also get very few reactions to your being godlike or pale elf (supposedly very rare races in Dyrwood).
Cipher is potentially a very interesting class lore-wise, but his abilities are not explored fully in the story. However it is probably the one class that gets the most meaningful interactions or mentions in dialogues or quests.
So in short: don't expect too much out of your class/race/background choice and enjoy the little extra flavour that you'll get out of it.