One of the most fundamental choices you can make for your character, is deciding what role you wish to fulfill for the party. While a character can fulfill multiple roles, most players will want to pick one role for their character to excel at, at least in the beginning.
The Striker is perhaps the simplest role to fulfill, and often the most fun for new players. As a striker, your job is to attack the enemy. Your attacks will deal significantly more damage than other characters, and you will typically hit more often.
While the Striker's job is to dish it out, the Defender's job is to take it. As a Defender, you will typically have techniques that redirect attacks from your allies onto you, which is a good thing - since you can typically take hits far better than they can. Defenders will often have secondary techniques that allow them to direct the flow of battle around them.
The Controller can be the trickiest role to fulfill, but is also often the most rewarding for experienced players. The Controller's job is to disrupt the enemy's plans - to force them into areas they would otherwise not want to go, to keep them away from areas you don't want them to be, and to disrupt their strategies before they have a chance to implement them. As a Controller, you will be somewhat weaker than the other characters in terms of damage and durability, but you will make up for it in versatility and utility power.
The Leader's job is to keep the party fighting, to augment their capabilities, and to coordinate their attacks into a well-orchestrated plan. As a Leader, you will have powers to heal your allies, increase their accuracy, damage, or toughness, or even grant them special capabilities that they would not otherwise possess.
A Hybrid character has no specific role, but gains class features from two different roles. They gain enhanced flexibility at the cost of focus.