First of all, in an attempt to not tilt the gameplay too much in your favor, its forbidden to use the custom heroes to offensively wage war against the AI until a certain point in the game. They will not cost upkeep to you so it's not a financial loss to you. Basically, as far as the beginning of the game is concerned, the heroes and your empire are separate entities - consider them as mercenaries hired by the Austrin to solve various matters around the empire but at the same time a bunch of people who would rather not risk their lives waging war unless necessary. Their commitment increases over time.
Additionally, there is a limitation of five custom heroes at one time so if one of your heroes dies he can be replaced by some means. Additionally, there may be ways to resurrect your heroes but these are matters to be considered if and when heroes perish.
On to the classes.
First let's outline the basic classes of heroes available: Fighter, Spellcaster, Cleric, Ranger, Thief, Naturalist, Rider, which are then divided into subcategories: I mean come on, you didn't want your pick to be that easy did you?
Fighters are divided into Berserker, Master of Arms and Champion. Berserkers are adept attackers who are weaker on defense and their custom promotions will reflect this. Masters of Arms on the other hand will be able to wield a much wider range of equipment (FF has a good selection) and are most like the stock FfH heroes - I'd imagine them being like Donal Lugh/Valin Phanuel towards the end. Lastly, the Champion is something that is dependant on your religion or the lack thereof. An Empyrean champion will build entirely differently than a champion of Esus (who will borderline be a warrior/rogue dual class).
Spellcasters are just that, mages. They are not as much dependant on your available mana or your alignment but rather on the fact what types of casters you stumble on during your travels and what kinds of tomes of magic you discover through questing. Obviously, it's a very unlikely chance to have a Death3 caster when you're all in on holy but it might happen. There may also be opportunities to create battlemages, which are warrior/mage hybrids or if your chosen path leads you there, cleric/mage? Could be. Personally I'd like to see what I'd come up with when you're practicing Esus and have a thief/mage hybrid. Hmp! There really are infinite combinations. Type/name of the mage will be defined by the spells they use. Who knows, maybe certain mages will even have familiars to support them?
Moving on, Clerics represent the regular priest class and will ultimately be above the power your average high priest would have. Considering you'd play a devout game, these heroes along with the champion heroes have the potential to be the strongest of the lot.
Rangers are the protectors of your homeland. Warder, Guardian and Marksman are the subclasses of the Ranger class. Warders have access to various traps, are resistant to magic and are focused on defending the stack by the aid of traps (enabled in FF) and being resistant to magic. Additionally, Warders are influenced by your chosen religion and any Warder under Fol, Rok or CoE will gain access to limited magical abilities and various other goodies. Guardians are protectors and scouts. They have access to certain scouting abilities and are well versed in defending your stack. Skilled Guardians will also gain ability to command other units in battle and boost them through this. Lastly, the Marksman is an adept bowman. They define ranged combat and are unparalleled in this.
Thieves are the stealthy scoundrels and assassins at your disposal. They're well suited for exploring and stalking on the weak. They don't necessarily divide into subclasses but can specialize in various dark arts. For example, thieves can specialize in poisons, mageslaying or plain old slice and dice. Poisons are reflected in promotions and access to traps. Mageslayers specialize in being the assassins to focus enemy spellcasters. They become adept in resisting magic and will ultimately become immune to it entirely. Slice and dice is represented in increased specialization to weaponry and gear. However, thieves in general are opportunists and not as clearly defined - as opportunity arises they adjust to it.
The Naturalist is technically an extension or the sibling class of the ranger but with an entirely different focus. This class divides into Druid, Shaman and Beastmaster. They are all in tune with nature in various ways and the first two subclasses are in fact dependant on the religion/faction you play however the world of Erebus holds various secrets and perhaps even a Shaman might join you if you play your cards right. (Technically they are restricted to only the Chislev, Horde, both Lizard factions and a few others). Druids on the other hand rely on the fact that you follow either RoK of FoL as your state religion and their skillset will depend on your religion of choice. However, here I must again state that even though you might follow Order, you might have a devout FoL druid in your hero party - it just won't gain the religion benefits it would if you followed the religion. Basically Shamans are a combination of minor healing abilities and offensive spells. They are elementalists and have access to spells of all natural schools and as such offer a very broad base to build on. Druids on the other hand, are more focused in healing and command the elements of earth and nature with later opportunities to specialize in air. However, their increased healing/summoning abilities make up for the loss of offensive spells. Both the Shaman and the Druid prefer neutral alignment with the shaman tilting slightly on the evil side and the druid to the good side. Lastly, the Beastmaster. They are not bound by religion or alignment and are those who wander alone. Simply put, they command powerful animals to combat all the while being potent fighters themselves.
Finally, the Rider. These are the only mounted hero type and their innate strength is speed. The class divides into Outrunner, Knight and Lancer. Outrunners are light units capable of traveling great distances in short periods. They are the ultimate scout but their combat abilities are lesser than most other heroes. In the early game, however, these heroes shine. The Knight is a heavy cavalryman and is built for battle. They are much like Masters of Arms with the exception that they are mounted and exchange some of their punch for mobility. Knights, however, are not available until you unlock specific civics. Lastly, the Lancer is a mix between the two. It is mobile and capable of using various items to supplement its abilities. As with other mounted heroes, it exchanges special abilities in favor of being faster than other heroes.
Additionally, I'd like to point out that the models of heroes change through the game to reflect their development. They may start out ragged but they'll end up something fancy!
That's a lot of text isn't it. You will be given details on how to get your first hero when you are doing the first switch. The first hero will be special in the sense that you can decide which of the available hero types it will be. While you have a say on which heroes you enroll to your party later on, they may not be the types you'd hope to see.
