Knight is the best start IMO. And then make sure you get a master key.

"Knight or the Thief.

Master Key REALLY doesn't matter since none of the other gifts are all that great to begin with. Yeah you can use Black Firebombs to snuff out the Asylum Demon on your first go around, but I don't since he doesn't really drop anything worth while. There's the Witches Ring, but once you've heard it once...

The Bandits Knife the Thief starts out with is really the only reason I'm picking him. Makes Havel slightly easier, but is quick to swing and causes bleeding. Makes the return trip to the Asylum even easier. Low vitality and armor means jack since i'll switch it at the nearest opportunity and the incredibly OP Heater Shield allows for complete negation of damage when necessary. Buy a smitar and I can pretty much tank everything if I wanted to until I get to the point where I can get better stuff.

Plus when I named one of my thieves Jill, I picked a second Master Key as her gift and role-played the Master of Unlocking. Activated the Channeler's Trident before unlocked anything. Actually, before I opened anything since I couldn't remember what was supposed to be locked or not. You wouldn't believe the festivities when I placed the Lord Souls"

I would use thief if I was you. Its fun