i messed with this game system about 25 years ago, and from what I recall, the best way to make a character was to plot out a "tree" like a skill tree, but each "box" in that tree would be a whole class/role or whatever it was.

I went in with my GM and we were trying to figure out "ok, if my goal is to be able to kill a demon-something" (i think it was a big demon or demon lord or some such) what "class" do i have to play to have a good chance of succeeding?

Well, we flipped through the rules and discovered that none of them could do it, but there was some kind of multiclass stacking you could do, and we ended up with this long tree of classes, which at the end of it, we had a character that had a chance of fighting Mr. Demon and not looking like a fool for wanting to try.

If that's the case, and not just terrible memory of rules,

Then I should say this:

WHF characters are like slices of a character class, and even at their best, are probably no better than a level 5 D&D character. If that's the case, then your story arcs would have to follow the logic of 3-5 class jumps if you wanted to do something on the scale of Fighting Giants, hunting some multi headed dragon goddess, defeating an evil undead sorcerer, or as in my case, fighting a demon.

Perhaps the rules have changed (it was the 1990s) but if they haven't, then you ought to know in advance normal Player characters are basically cannon fodder, even at "high" level.