While another poster answered your question. Which their answer is very much the case. The path allows for different interactions with characters and the world. These are mostly minor. For example, at the start of the game, Warrior and Mage Elis can have sex with wine owners wife. Mage using a suggestion spell while the warrior Elis uses his own strength. Bookworm misses out entirely because he's weak in those aspects. Though, if you reach the point in the game with the choice between the South and North (Keeping it vague in case you don't want spoilers). South likes Warrior more. North likes Bookworm. Mage is largely for your sister, Elin. If you met her already, Warrior is better for Cass.
As for which class is better overall. They all have their ups and downs. Some more than others *cough* Mage *cough*. I'll say it's mostly what you prefer. Whichever one has the most girls that appeal to you will likely be your preferred choice.