Once you pick a class at the beginning, you can still change to another class, just like in FFV. Only thing is, it costs more Capacity points to change to other classes, like it would cost more to change from a Fighter to a Black Wizard than to change from a Fighter to a Monk. As a character's Job Skill goes up, the cost of changing jobs goes down. So if a character has a Fighter Job skill of 4, the cost of changing into a Fighter from any other class decreases by 3 (4 minus 1). Another thing to point out is that you don't get any special abilities from classes that you can carry over to other classes like in FFV. However, a character's HP stays the same - it doesn't change when you switch classes, though leveling up with some classes will increase it more than others.