How does the classes work?

[Warelieus]

Fighter > Warrior > Mystic Knight?

Strider > Ranger > Assassin?

Mage > Sorcerer > Magick Archer?

I want to play as a melee DPS, so Strider was my first pick but if I don't like the class later on can I change for another one?

[Blanc]

Once you reach the capital and lv10 you're able to switch vocations. Hybrids are Mystic Knight, Assassin and Magick Archer. Melee DPS is Assassin (also has highest str growth) or Strider (balanced stats). Warrior is good too if you gift a couple of foreign knives to Ser Berne at the Encampment and then finish his escort quest (notice board, Gran Soren inn) to obtain one very powerful sword.

[Taron]

Once you are level 10 you can change vocations as much as you want at Gran Soren or at Bitterblack Isle. In fact, you probably should change now and then just to get good Augments from other vocations, since all vocations can use all augments once they are learned.

However, its really, really best to not think of the vocations as "upgrades" at all like you have listed there. Every vocation has distinct advantages include the 3 starter ones. Each time you change vocations, you gain something but LOSE something too. The so-called "advanced" vocations aren't well-named, they should have been called "specialized" vocations because they focus on one aspect of a base vocation at the expense of another.

For example, Rangers have very powerful bow skills, but their dagger skills suck compared to a Strider. Striders, BTW, are the ONLY vocation that gets a speed bonus when climbing monsters, as well as having the highest DPS move in the game (Brain Splitter) which also can allow them to fall near infinite distances without taking damage if done right. The vocations based on Strider (Ranger, Assassin, and Magick Archer) do NOT get these traits, as well as other unique things like the arrow rain ability.

As another example, Warriors don't get shields at all, so completely miss out on all the great shield-based abilities FIghters get. Even Assassins are lacking in many great Fighter tools, like Dragon's Maw, one of the best Skills in the game (invincibility frames, huge damage, huge knockback, AoE, can be used while staggered), Sheltered Assault (allowing you to block and rapidly attack at the same time), Skyward Lash (anti-air for harpies), and more. Warriors specialize in high-damage hits but lose much of the versatility of Fighters. Assassins and Mystic Knight still have access to shields but don't get a lot of the unique Fighter skills I just mentioned.

Sorcerers also don't get Anodyne (healing) or Halidom (restoring status) that Mages get, focusing on offense at the expense of restorative abilities. I hope I don't have to explain how giving up healing spells is a critical sacrifice to gain more powerful offensive spells?

So its best to think of each of the 9 vocations as being individually unique and viable all the way to end game. There's no reason to change vocations if you like the one you are in. Many, including myself, would argue that the base classes are superior to the others at end-game, but it really just boils down to the play style you enjoy.

The only way they are really related to each other is by their "color" which means that vocations of the same color will have SOME of the same skills available and also raise similar stats. The colors are Red (fighter-types), Yellow (strider types), and Blue (magic-users). The Hybrid Vocations are Arisen-only and are a mix of 2 colors, and many claim they are the most powerful but that's not necessarily true (again, no one can out-damage or out-climb a Strider, for example).

Red = Fighter, Warrior, 1/2 Mystic Knight, 1/2 Assassin
Yellow = Strider, Ranger, 1/2 Magick Archer, 1/2 Assassin
Blue = Mage, Sorcerer, 1/2 Mystic Knight, 1/2 Magick Archer

These colors are actually shown in the icon representing each vocation in the game.

In the end this only really matters for stat gains. Some obsess over their stats and to them I say, get over it, game isn't that hard and its totally NOT worth playing as a vocation you do not enjoy just to have the stats min/max'd for a vocation you actually want to play as. Its no fun being over-powered anyway.

That said, its best to avoid the obvious problem of playing mostly as a pure Blue vocation and switching much later to a Red vocation and vice vensa, as that will leave you pretty gimp. You are mostly okay to switch between Red and Yellow or Blue and Yellow since Yellow vocations have balanced stats - you won't be as well-off as sticking to one color but you should still be fine. Or, switch back and forth between a Blue and Red vocations frequently so the stats balance out - its really only a problem if you are pure red or pure blue for a really long time and then suddenly near end-game decide to swap to the opposite.

Other than that, I wouldn't place much emphasis on worrying about what stats you're getting and just enjoy the journey (I've beaten the game without pawns, with no armor and without using curatives, so trust me, game isn't worth stressing that much about your stats, you'll be fine!). EDIT: Proof: https://www.youtube.com/playlist?list=PLPpgEXhxLRZgqZm_i5rHkBzfVetkvIlS4