I haven't played any other class than the Thief, but from what I've been reading from everyone else, it's the hardest class to play as. The starting armor for the class is low-grade leather, and the base weapon has minimal range. You have to be in the guy's face in order for it to be effective, and you have to get BEHIND the guy in order to really do some damage. Don't get me wrong, the Riposte with the Bandit's Knife is incredibly satisfying, what with the impact noise, the red gush, and the sudden disappearance of the enemy's health bar, but my thief has slowly transformed into a pyromancer as things went along. The Gold-Hemmed Robes set, a +10 Winged Spear, a Black Knight's shield, and the Great Chaos Fireball (Which, by the way, is REALLY cool, not to mention powerful!) are what I have equipped, so yes, I suppose the Pyromancer is the easiest class to start with. Also, the Ring of the Evil Eye is handy. Like, really really handy.
As far as the game's 'insane difficulty' goes, it's not so much difficult as it is unforgiving. It doesn't behave like more recent titles that put you in a hall with the cake on the other end. It's more like you're in a massive playground and something is wrong. It's your job to figure out what it is and how to fix it on your own.