Any tips on what the best class is considered as? I went with a warlock but don't really know the difference between them
PvE is probably Titan. PvP probably Hunter but there aren't really any bad classes and warlock certainly has its own advantages. If somebody asked me what class to make and they only had a choice of one I would say make a titan. There are 3 class slots so you can have one of each and try them all. I will edit this with a longer response but it will take a few minutes to write.
I'll try and list the main differences:
Jumping:
Hunters can double/triple jump. It makes easy recovery when falling off a ledge but it doesn't have the range of a titan or warlock jump. Warlock jump is a poor mans titan jump for all intents and purposes, it cant generate additional momentum so you cant recover when falling off a ledge but its glide can slow the player down much faster.
Melee:
Warlocks have ranged melee attacks as standard. Sunsinger has the best melee in the game in my opinion as it reliably gives you an overshield which allows you to take additional damage and let your health/shields recover. Voidwalker isn't as good, its still ranged but it doesn't give you that instant overshield and only has a recovery on kill.
Hunters: When the melee ability is charged bladedancers have a good melee attack allowing shield recovery on a kill and/or stealth. It also has a bit of range to it, similar to warlocks. Gunslingers throwing knife is awful, I really cant think of anything positive to say about it in PvE. It can be useful in PvP but I would much rather have a warlock melee attack.
Titan: Strikers melee attack isn't anything to write home about, but it does have the ability to be used over and over if you're lucky, can also regenerate shields on a kill. Defender has one of the best melees in the game in PvE due to orb generation but it wont be useful all the time, in PvP its nothing to write home about. Titan melees look the best in my opinion, punching things in the face never gets old
Grenades:
Every class has some good grenades both in PvE and PvP.
Warlock: Sunsinger has sticky grenades that are useful in PvE and PvP and it causes targets to flinch in PvE and its an near guaranteed kill in PvP that also seems to be very easy to use. Voidwalkers grenades aren't generally as good in my opinion but their homing grenade isn't a bad pick for PvP. Both sunsinger and voidwalker have access to AoE grenades that last over a duration, im not generally a fan of them but some people like using them.
Titan: Striker probably has the best overall grenade set in the game. Lightning grenades hit stupidly hard in PvP and are surprisingly easy to kill with. For PvE they also have access to the best grenade in the game which does damage and blinds enemies for ~5 seconds, this is much more useful than it sounds especially when facing harder enemies. Defenders grenades are pretty average, they have access to a sticky grenade which isn't bad for PvP/PvE. They also have access to a grenade that nullifies enemies abilities in PvP/PvE, it can cause havoc if you happen to throw it at the right time and it lands in the right place.
Hunter: Gunslinger has access to tripmine grenades which will probably end up killing you more times than the enemies do in PvE but they are still a better version of a sticky grenade. In PvP they are one of the best grenades as you can effectively block hallways off with them and you can abuse their blast cone to get kills more easily than other grenades when you know where the enemy is but cant see them. Blade dancers grenades are pretty so-so, they have access to a sticky grenade and a grenade that arcs between enemies but they don't really stand out from the other classes.
Supers:
Warlock: Voidwalker creates a projectile that explodes when it hits the group with a large blast radius. This is ok in PvE and PvP and is the better of the two warlock supers for PvP as it will always kill. Its damage on single strong enemies in PvE is nothing to write home about but for large groups of trash it is good. Sunsinger: Gains increased durability and cooldown rates are greatly increased. If specced correctly has the ability to self res when using their super so for nightfalls(where if the entire team dies they have to start over) and raids(hard mode raids where you can't get resurrected if you die) they are very handy. They are excellent orb generators in PvE and with grenade spam they can deal massive damage to groups of enemies or single targets. In PvP they aren't much to write home about, if you see one you can generally just run away and the resurrection animation can leave you dead before you pick yourself off of the ground.
Hunters: These guys have the strongest superpowers in PvP but are generally not so useful in PvE against stronger enemies but can still be good orb generators. Like sunsinger both of these supers last a duration and aren't just a one shot ability.
Bladedancer turns the camera into third person and you gain speed/durability and melee damage increases, as well as a secondary aoe attack. It's excellent at killing trash in PvE and a strong choice in PvP as long as the enemy doesn't have access to machine guns. Absolutely useless against harder enemies as you will run out of charge before you can get a kill. They also generate less orbs per kill than other supers so you need to get a lot of kills to generate orbs. Gunslinger gains a golden gun that does more damage but only has a few shots. Its the best super for PvP, each shot is generally a one hit kill and you can have up to 4 shots with the right helmet. In PvE the damage isn't anything to write home about but they can be good orb generators
Titan: Striker behaves much in the same way as voidwalker except its not ranged and the player slams the ground with his fists instead. Just as good as voidwalker in PvE and its a nice panic button in PvP. Defender creates a bubble that blocks enemy fire in and out of it. It lasts quite a while and has a short cooldown, it can also give a temporary overshield or weapon damage increase. its probably the strongest PvE super and it can generate 5 orbs very reliably. There is also a helmet that causes enemies to get blinded when entering the bubble which makes it even more useful. It's not so useful in PvP as all other supers(bar sunsinger) can destroy it and the occupants quite easily, but its still useful for capture objectives.