Make any class you want. Know that your first character (unless it's bishop) probably won't be taking on Horned Tail, but you will easily have access to any other part of the game. Though I would not recommend a Paladin, you can make whatever you want. I have a currently 105 white knight and I can tell you it is HARD.
Priest, this server might as well be called BishopStory (Like 40% of the current 4th job characters are Bishops or something like that), but seriously go Bishop. Its by far the easiest way to start playing on this server.
1. Create a F/P Mage, get to 13x and get meteo 30, its super cheap. 2. Create a priest until he gets max HS. 3. Sell F/P Leech with HS. You will be able to 1hit stuff easier since meteo20 & 30 is cheap. Buy INT equips that can be used on low level classes(for washing) as your main source of extra damage. 4. Become rich with leech selling and create any endgame character you want. The wash equips will sure help. 5. ??? 6. Profit.