Hi! So I think you just missed a quest in your log or looking at the wrong quest.
I just made a new character to do this and screenshot. So here we go.
Lvl to lvl 4.
You get this automatic quest pop up
This quest makes you go to Babama. Once you turn in this quest you get another quest.
This quest is called Choose Your Path. It asks you to lvl to lvl 5.
Lvl to lvl 5.
Now once you did that go to Muha.
Turn in this quest then gives you 4 choices to choose one of the 4 classes. Choose the one you like and good luck from there with that class and enjoy the game.
Any questions just respond. Just make sure to check your quest log and the books that appear on the right hand side of your screen, Those are automatic quests that should not be missed.