Classes are a set of rules within Wandering Ronin that divide players up and grants each one special, sometimes unique, abilities. As in the medival times, a warrior in heavy armor who is proficient with a sword from horseback may not make the best monk or archer. Therefore, each type of fighter and civilian is broken into classes.
From the Rulebook:
Your character and persona are built upon your actions and role-playing abilities: the classes are mere structures, not some prison designed to make you conform. Play Wandering Ronin within the rules of the classes, but without any boundaries to how you imagine your character should be.