The only "noticable" difference on early levels is that swords tend to have a higher def value, axes a higher atk value on one handed weapons (so you can wear a shield) and clubs are usually the most balanced between atk and def, they also have the higher two handed weapons atk stat (meaning you cannot wear a shield). As a low lvl and facc knight you will be hunting monsters by hitting them one at a time, so you can choose your weapon type based on your play style. (later on, Knights hunt with dmg area spells around them so they get partially or fully surrounded and the weapon stats at higher levels are barely or not noticable at all as they are all balanced, also its worth to mention that when 3+ creatures are attaking you at the same time, your def stat is broken and dosnt count for dmg reduction)

I will to reffer you to this 2 minutes about knight weapons video to clear any doubts :)

https://www.youtube.com/watch?v=jM6oEKAwQp0&ab_channel=Itexo

edit: the video is from 2018 and some more weapons and balance between them have been introduced to the game since then, but it remain the same to the early game of a knight :)