Each new season of Diablo 3 brings the ability for your first character of the season to get a free set, and these change every season. What this means is that some classes will come with a great set to start the season off with, while others come with sets that are mostly useless. For this reason, certain classes are better as the first character of the season than others.
For season 17, the classes with great free sets are Necromancer and Demon Hunter. These two classes get The Shadow's Mantle and the Grace of Inarius sets, both of which are perfect for getting to a high Tormet difficulty quickly, allowing you to use these as a means for farming the sets for other classes if you wish.
In contrast, all the other classes give you a free set that is sub-par, and you will need to grind out a completely different set if you want to get to a high difficulty.