Vocations are basically identifying the gameplay style of your game, and the weapons that you can use. You can choose between different vocations in the game as long as you unlock them with Discipline Points; making them your temporary choices as you progress through the game.
Each vocation has its own separate ranking system so you don’t have to worry about losing the progress that you made with a particular vocation if you wish to change it. There are a total of nine vocations divided into three groups with each having its strengths, weaknesses as well as skills.
You can choose between them at the start of the game when you wake from Dragon’s attack on Cassardis. You won’t be able to get a chance to change vocations until after you deliver the special gift to Gran Soren so choose carefully which class you want to play with.