The aim of 4E is balance. There are, generally speaking, no class better than others. It's just a case of certain classes being better at certain roles. Strikers are good if you want to be a damage dealer. Leaders are good if you want to bolster your allies. Defenders are decent with damage but best at keeping their allies safe. Controllers are good at debuffing and restricting enemies.

For your early levels, grab the feats from PHB 2 that give you a +1 to hit with your chosen weapon/implement. Being able to connect with an attack is one of the most important things.

Consult with the other players to cover the different skills. It's not absolutely essential to cover them all though. For example, in my group nobody has any stealth or thievery training.