Hey Hanso, welcome to the forums.
Personally, I took a while to figure out what I liked doing most. I think one of the best ways to start is to see what class type you like most. Scout, Soldier, & Pyro are Offence, Demoman Heavy and Engineer are Defence, and Medic, Sniper and Spy are support.
Basically, offence is the main driving force for the game. If you like to play with an in-your-face style, very FPS, I'd say start there. Especially if you're coming from other games like COD or Halo. These guys can be really fun.
If you like more defensive, strategic, think-before-you-leap style, defence is great, especially demo and engy. Imo Heavy is defence when by himself, but he is almost always paired with a medic, making him more offensive in my view.
Now support are the most fun to play in my opinion. While the other two class types are battling it out in their usual fashion, you get to be the special guy that can really tip the balance of winning or losing. A well placed sniper or spy can destroy an entire team. Medic is a great class to play too, can't have enough medics. You generally stick with the offensive guy but can definitely roll with defence (remember what I said about heavy). You get to be in-the-action, while still not having to be the guy shooting the big guns. Careful though, everyone wants to kill you.
My advice to you is to check out the 3 different sets of classes, and see what you like best. From there you can go into the specifics. Remember though, nothing is tieing you down to just one class. It's always great to have a main to fall back on, but you can play whatever you like. Personally, I main as spy but also play engineer quite a lot. I've seen this duo a bunch of times before. I guess it's kind of a I love infiltrating and destroying unknown, yet I still know that it's pissing the engineers off? I think it makes me play both classes (spy & engineer) better. Anyway, this is my advice, but above all, play what's the most fun.
And if all else fails, you can always go pyro.