What is the difference between the 3 possible characters you can be? - Guide for Diablo

The warrior is the strongest one of the bunch. This means he would best be suited 
with a strong sword and shield. Most of the experience points you earn should be 
directed towards his strength so that you can have access to the stronger weapons 
later in the game.

The rougue is the most agile one of the bunch. This means she would best be suited 
with the strongest bow and arrow that you can find. She naturally isn't that strong 
so getting up close to an enemy and duking it out would be highly unwise. Most of 
the experience points you earn should be directed toeards her dexterity. This way 
her arrows will do more damage with every hit, and you will also be able to access 
the strongest bows in the game later on.

The sorceress is the strongest magic user of the bunch. This means that he would 
best be suited with the most powerfull staff you can find. These staffs can not only 
physically attack an enemy when you're up close, but the right kind of staff can 
wipe out large numbers of enemies at a distance. Most of the experience points you 
earn should be directed towards his magic, allowing you to read and use most of the 
magic spell books you find, as well as having access to some of the most powerfull 
staffs in the game.