Know your role!
It's great to know what kind of fantasy you want to play, but when the game in question requires a group to work together, you have to start thinking mechanically. When the team is up against an enemy, what do you want to be doing to ensure your team's success?
While different games have different names for these roles, most gamers are familiar with the colloquial Tank, DPS, or Healer.
The Healer is pretty self-explanatory. The Healer, well, heals. Healers stand back in the battle, less concerned with the enemy than with keeping everyone else alive and fighting fit. That's not to say a healer can't take potshots at the enemy from time to time, but generally speaking their focus is on their allies. Because in-combat healing is almost always magical, most healers are at least partially a Mage archetype (though naturally not all).
The DPS sounds odd until you actually spell out the acronym. DPS stands for Damage Per Second, and thusly their role is to hit hard and fast. They will be the ones making sure that the enemies' health is going down as quickly as possible, and in groups of more than 3, there are always more DPS than any other role. While DPS can fall into any archetype, they're among the least durable of the roles (usually Thieves and Mages).
Last but certainly not least is the Tank. The Tank is big, the Tank is tough. The Tank doesn't hit very hard, but he's in the enemy's face, making sure the focus is on him alone. Tanks have high health and armor, and abilities centered around keeping the enemies' attention away from the squishy DPS and valuable Healers. Fighter archetypes tend to make the most classic tanks, but as in the other cases there are plenty of exceptions.
When playing a game for the first time, most people gravitate towards DPS because they're relatively easy to solo gameplay with and have relatively simple mechanics. As a result, expecially in online video games, Tanks and Healers have far more demand than supply. So you should always give your Tank a break and vigorously thank your Healer.
So, dear readers, which role appeals the most to you?