yes the rules work different for the unnamed one (you). You can't multiclass but once you find trainers, etc you can switch between the 3 class's. MOST skills don't carry over, so if your a mage and switch to fighter, you don't have spells, or thief abilities anymore just what your current class is. So you can be a thief when you want, you can be a mage when you want, you can't be all 3.

Now saying that, SOME things carry over. If you start off as a fighter your early hit point bonus's carry over. Your proficiency with weapons carryies over, so there are a few things you can do.

You start as a fighter anyway, so level up early as a fighter. At levels 7 and 12 you want to be in your main class you like because you get bonus's to stats, etc of that class. If you reach level 7 as a mage you get int bonus, if you reach level 12 as a mage, you get int bonus. If you reach BOTH as a mage, even better. So you have to adjust your leveling some.

Here is what most people do. They either go fighter or mage as a main, thief really isn't worth it as a main class you want to be able to kill to power level in the game, thieves are weak on that part, plus you don't actually get any exp for picking locks, disarming traps, etc.

1) If you want to be a fighter just stay as a fighter and switch to thief/mage when there are quests, dialogue, etc that require them. Hit levels 7 then 12 as fighter for bonus's and keep on chugging

2) If you want to be a mage, Hit levels 1-6 as a fighter for the bonus early health. Switch to mage then hit level 7 (bonus int). Put your proficiency points in weapons into daggers, daggers are the only weapon that you can use in all 3 class's no matter (you'll always have your weapon and proficiency no matter what form your in). Then max out dagger proficiency and carry around a couple nice daggers at all times. Weapon for your character? Always locked and loaded.

The mage build is what people basically do with playing a mage, it gives you your mage backed up by fighter health and dagger proficiencies which makes you survive easier early on, until you pump up your constitution to 25 of course. If your playing a fighter it doesn't matter you aren't going to use mage spells nor thief abilities, your companions can do that, but as a mage that little extra can really help later when your full on mage.

As a mage start off with 18 wis/17 int/13 charisma. Then your level stats pump all into constitution until you start reaching your goal of close to 25. The main thing to remember, always hit your first levels 7 and 12 in your main class, to get those class stat bonus's.