I suggest a Priest, other than that it's up to you. I would highly recommend pumping Spears on the Priest for leveling later on.
If you want to really rock it, best to get at least one main attacker, so a Warrior or Martial Artist (Warrior will be slightly better due to weapon accessibility, though MA's offer slightly more physical bang for the buck early on).
Mages are always decent early on, but about 1/4 through to about 3/4 through the story they go into a grey period where their spell list won't match up in most games (unless you level hardcore at certain points) to keep up with melee, just do to poor spacing of damage spells gained as you level up. You'll end up using your Mage as a buffer for much of the game during boss fights.
Just note that if you spend points on class/vocation specific skillsets, the status boosts are attached to the character, not the class, so +10 Str carries to all classes. Weapons carry only to classes able to equip that weapon until you max it and then said weapon and associated skills are usable regardless of class.
Thieves are always fun, and when you get the chance to vocation change I suggest getting everyone to learn their stealing skill as stealing is the most effective way to build up alchemy ingredients.
Mostly I'd say have fun and don't be shy about changing classes and gathering skill points when you're able.
Campaign for PT in US: http://oprainfall.blogspot.com/ ==>> Two down, one to go. PSO2 = Sexy Awesome Beast of a Game!
Focus on a balanced party of characters who each have a particular role. Your Minstrel is good (not great) at everything so you get some leeway early on, but you're probably going to change his class later.
You need a character who can heal, some strong physical offense, and characters who can take damage. At least one character who's fast is highly recommended. Support magic and multi-target attacks are also important. It's very difficult to create an initial party that does not offer this balance.
My party for most of the game was Warrior/Gladiator, Martial Artist, Priest, and Mage. The Priest and Warrior were more important in boss battles, while the other two were more important in random fights.
I do my own research. And I expect other people to do the same.
Here's what I've found to be most effective in all cases except high level legacies -
1 healer - Minstrel (early game only), Priest, or Sage 1 heavy hitter - Warrior, Gladiator, Martial Artist 1 fast trash-cleaner/general support - Mage, Thief, Luminary, Minstrel (with right skills) 1 secondary hitter/specialty support - Paladin (tank), Arma (offense/utility), Ranger (steal/hybrid), Warrior (offense/tank)