The choice in character creation that will most affect how you play the game is your choice of profession. This is what's otherwise known as a "class" in most RPGs; despite the name, you will not be able to change your character's profession after you begin playing. This, combined with the fact that you only receive five character slots for a game with eight professions, ensures that you'll have to do some shuffling and deleting in order to experience all of the professions that are available in GW2. (You can always purchase more character slots from the in-game store, although they'll run you a fair amount of real-world dollars.)
The professions in GW2 are grouped together in tiers, based on which kind of armor they can wear. (Unlike, say, World of Warcraft, being able to wear heavy armor does not let you wear any lighter armor; each tier of profession can only use the armor that they're proficient in.) The heavy armor-wearing Soldiers include the Guardian and Warrior professions; the medium armor Adventurer category encompasses the professions of Engineer, Ranger, and Thief; and the Scholar tier only has room for the Elementalist, Mesmer, and Necromancer, all classes that prefer light armor.
Your profession will determine the bulk of the skill options that are available to you, but will also determine which weapons you'll be capable of using. What's more, your profession will also determine what those weapons actually do: a two-handed staff in the hands of a Guardian might be used to heal allies and cast wards against enemy attacks, while in the hands of an Elementalist, it'll be used to channel powerful magical forces to burn or drown those same enemies. Each profession has a different skill set with each weapon that they're capable of using, so don't think that your Thief and Warrior will use that amazing sword the same way. On the one hand, this can make the process of equipping near gear a bit overwhelming, but on the other, it's a great way to ensure that each profession has a distinct playstyle.
Each profession also has a unique mechanic to draw upon, generally called upon with the F1 key, or other function keys. Each profession also has a specific attribute that will usually interplay with that unique mechanic. We'll get into those below.