@BlizzOkay, now that I've got a few more of my ducks in a row, I may be able to help you work out what kind of character you want to play. The world is largely medieval fantasy, but with a handful of more modern innovations like steel, manual washing machines, looms and spinning wheels, and trebuchets. Depending on your choices, muskets may become accessible. Regret recruited her Champions from many traditional classes and beyond - you could be a priest/priestess, bowfighter, paladin, even a dungeon porter (whose role is to carry loot). If you have something to contribute to the Hero Party, you can be a Champion.
You can also optionally include support from an auxiliary patron. Your primary, of course, will be either Regret or Yddrog, but you can contract with others to obtain more magic powers. Patrons like Ifrit or Prometheus can offer you fire powers, for example, which you can use to make stuff like flaming swords. Do note, however, that each demi will have their own agenda, and you can only use their powers insofar as you comply with their agendas.
Magecraft is possible without a patron if you appeal to the gods above them (You're a Karen, basically. "I would like to speak to your manager!") using chants, runes, and magic circles, but it requires college-level knowledge in math, chemistry, and physics, on top of fluency in runic languages, in order to execute your spells correctly, and the steep sacrifices required to pay for them are often prohibitive. Basically, you need a patron for anything battle-related unless you're a certified expert - a wizard, in D&D parlance. Naturally, Regret would love to recruit one into her party of Champions.
All that said, considering the genre of this tale, a traditional knight such as would use a sword & shield would be a most likely recruit into the party. They can be either gender, morally upright, and the most badass fighter in their discipline. Talented, experienced veterans would be the first to catch their lady's eye. You're going to be slaying a dragon, remember, and one created to protect the world from foes as capable as you, so your character need to be at the top of their game.
Does that help?