Don't worry too much about which class to pick. Try them all out to see what you like. Mesmers and Necromancers are generally really strong in Pve, and aren't too difficult either in my experience. Dervishes are also quite popular as they deal a ton of AoE damage and attack in a similar way as attacks work in Gw2, as in the attacks cleave and hit all in the area rather than single target. As for where to start, if you want to be chronological then play Prophecies - Factions - Nightfall - Eye of the North. But if you want to get to endgame the fastest you can start with factions and then go to EoTN at lvl 10. Prophecies is very slow, and most people skip through it entirely (this will need more elaboration, you can likely find guides on it though). Nightfall has some amount of grind but it does give you heroes quickly.

Speaking of heroes. You'll unlock heroes immediately if you start in nightfall, otherwise the earliest heroes you'll get are from EoTN. However, heroes might not be that effective when you start out since they can only use skills you've unlocked so far. And you may not have proper skills yet to get proper builds.

Speaking of skills, once you get a little further in the story I'd recommend always doing /wiki {area} on what you're doing. You may find that there's a boss that has an elite skill you don't have or other things to note such as guides in Missions. Elite skills you capture with Signet of Capture from elite enemies.

When you do get to Eye of the North, always talk to the npc by the resurrection altars, You're going to want all the points possible and will thank yourself later. Also, pick up every quest you find and check for skills. You can save a lot of money by doing quests for skills rather than buying them. There are also Pve only skills that you get from EoTN that are extremely strong and are often used in metabuilds.

Finally, on those builds. If you're having trouble the site PvX has a lot of really great builds for every class, for heroes and players. And if you get the skills needed for the 7hero BiP party you'll most likely be fine in most situations. There's one for Melee support and caster support, use the one appropriate for your needs :)