It largely depends on how you want to play.
If you want a smooth ride with little micro-managing of skills, then go Warrior of any race, as if you spend your skill points wisely you can be a deadly powerhouse with your melee warrior.
If you want a challenge with a class that has some nice activated skills/attack skills, try a rogue, and keep yourself behind enemies for the backstabs as much as you can, and don't shy away from bombs, blade coatings, and make sure you spend towards skills that enhance your strengths as a rogue rather than spread yourself thin. Don't bother with full-sized swords either, daggers are a rogue's best friend due to faster attack rate and a Dexterity requirement, because Dexterity is what all rogues need to pump up.
If you want to be a Mage, don't bother with spreading points around different magic types, as there are too many useful ones later on in the skill trees to spread yourself out to tier 1 and tier 2 max on every one.
Also, save your specialization classes until you're sure you want them, you only get to choose 2 of 4 and some are better than others.
the best for a mage are arguably Arcane Warrior and either Blood Mage or Spirit Healer, and you should avoid shapeshifter like the plague.
For warriors, it depends on your role and the fact that your party members already have two of them covered. Oghren is a berserker, and Alistair is a Templar, leaving the other two which both have their uses.
Rogues have Assassin, Bard, Hunter (I think) and Duelist. Duelists specialize in one-on-one combat, as the name implies, and has bonuses for daggers and other close-combat weapons. Assassin focuses more on personal buffs and enemy debuffs. Bard focuses almost exclusively on Party Buffs, and Hunters can summon beasts (Basically a less useless Shapeshifter that doesn't replace all your own useful abilities).
And chief among mistakes that new players make is not sticking with one track of enhancements. You do NOT want to switch from a dagger rogue to an archer rogue mid-game, as you'll be half as good (or twice as bad) with both.
Use party members that make up for your own character's weaknesses. For example, mages and rogues are naturally squishier than Warriors, especially due to lack of heavy or massive armor, so having a Warrior that can serve to soak damage and pull aggro like Alistair or Oghren is a good choice, while if you're a warrior who focuses on defense you will need someone to do damage to the enemy while you get smacked about, making Zevran a great choice if he can keep from drawing more aggro than yourself.