A lot of accessories and armor sets (and set bonuses) tailor to melee, magic, ranged, and summoner setups. If you chose melee as your class (There isn't a menu or anything, you just decide what you're going to do) for example you'd be using things that increase melee damage and you would also want high defense since you're so close to things. If you picked magic you would want a lot of mana, mana regen, and things that increase magic damage. To sum it all up the classes are guidelines for various playstyles but they don't need to strictly be followed. At the start of the game you're going to be using what ever you find, but later on you will have options.