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I am planning a character as a level 1 Rogue / 19 Wizard. If I take the Rogue level first, I get a bunch of skill, weapon, tool, and armour proficiencies I wouldn't get if I started Wizard and multi-classed the Rogue level. I also get proficiency in Dexterity saving throws instead of Wisdom, which could arguably be a bad tradeoff, but I'm going to be a Gnome, so I'll have advantage on Wisdom saving throws anyway. Starting as a Rogue gives a bit more HP, too.

It appears that the only thing starting as Wizard gets you is access to some different skill proficiencies that I could pick up through my background anyway.

So am I missing something, or is it pretty much 100% an improvement to start outside my “main” class in this case?

(A really good answer could address the general case as well as my specific one.)

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In the long run, the game seems to severely favor starting whichever class gives you the best proficiencies and no incentive whatsoever to take Wizard at level 1. If you are planning to start from level 1, however, there might be a couple of early-game drawbacks:

Equipment

Some classes get some very nice (read: expensive) equipment as part of their base package, typically because such equipment is necessary for their core functionality. Obvious examples that come to mind are chainmail and the Wizard's spellbook. If you start your primary class, you'll be fully kitted out to perform that function. If you start your secondary class, then when you hit level 2, you'll be needing to do some shopping.

Yes, 50 gp (cost of a spellbook) isn't a ton of money, even at level 2. But depending on where the campaign starts, you may not be able to access large-ticket items, even assuming you were able to round up the necessary cash in that time. Until you can correct that, you'll be short a major aspect of your primary class's functionality. Plus you'll need to account for how your spellbook starts with 300 gp worth of spells (6 spells @ 50 gp each) already copied into it.

This really hits the Wizard hardest, but any caster might suffer from the lack of a focus (a caravan or mining town isn't likely to stock that kind of thing), while front-line fighters would probably miss the heavy armor and weapons they would otherwise have.

This isn't really a hard detriment, but depending on your DM could make for a rough start. Particularly, based on your earlier question, if they balk at giving you a 50 gp leg up as part of your character's background.

Tiers

The PHB mentions level 5 as a major change in the tier of play, citing extra attacks and level 3 spells. I would argue level 3 is very similar, in that it doesn't really feel like you're playing the class you chose until you hit level 3. Primary casters in particular double the number of spell slots they get, including level 2 slots. As a level 2 caster/level 1 anything else, you'll be lacking a significant amount of oomph relative to single-classed characters. That's 18 medium difficulty encounters (or 12 hard ones) where you'll only get 4 spells per long rest.

However, once you hit level 4 or so, these things will have largely evened out and your Rogue start will leave you two skills and 2 hp ahead, picking locks and flashing rapiers with the best of them in your fancy studded leather armor.

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Based on your question, in this case I agree that starting as a Level 1 Rogue would be the most optimal choice.

  • Compatible ability score requirements. Rogues tend to have high Intelligence and Dexterity scores. Wizards share this quality. Dexterity is helpful for AC and Initiative while Intelligence powers the Wizard's spellcasting.
  • You miss out on the Wisdom Saving Throw proficiency, but as a Gnome having advantage on Wisdom saving throws statistically is similar to a +5 static modifier. Proficiency bonus maxes out at +6. As a Gnome, this is basically the same as getting three saving throw proficiencies for the price of two, only your free saving throw proficiency starts out with the maximum proficiency bonus.
  • Rogues get a guaranteed additional 2 HP over Wizards at 1st-level (d8 hit die versus d6).
  • Rogues get tool proficiencies, better weapon/armor proficiencies, and an equally useful pool of available skill choices.
  • At first glance, it appears as though the equipment situation is a disadvantage since Rogues by default have no way to begin with a Spellbook. The answer is to not accept the default starting gear and to purchase it piecemeal. Both Rogues and Wizards have a listed starting wealth of 4d4*10 GP, which means the maximum they can both start with is 160 GP. Additionally, if you are playing by Adventurer's League rules you don't even need to roll; you start with the maximum wealth for your class automatically (160 GP in this case). An empty spellbook costs 50 GP and you can get a cheap Arcane Focus (staves are 5 GP, crystals are 10 GP) and still have at least 100 GP left to spend on armor, a weapon, and a dungeoneer's pack or thieve's tools. Once you take your first level of Wizard, you can add your initial six 1st-level spells to your spellbook. Side Note: There seems to be a great deal of confusion regarding this, but when you generate a fresh level 1 character, you can either choose from the default combinations of class/background starting gear or purchase your starting gear piecemeal prior to the beginning of play. If you choose the latter option, the game assumes you have visited some city or town big enough to provide any item listed in the Equipment chapter of the Player's Handbook for you to spend your starting wealth. Your DM may explicitly house-rule otherwise to restrict your options, but this answer assumes that no such house-rule is in effect.
  • The only real downside is that you miss out on the Wizard's level 20 capstone ability, but since the currently published adventures so far only take you up to level 8 (highest you should be if you complete the entirety of Hoard of the Dragon Queen), it's unlikely to be an issue for quite some time.

The General Case:

If you are planning on taking a single level dip in another class and you answer YES to ALL of the following questions, then you should always start as the class you plan to dip into as opposed to your "main" class:

  • Does the class you want to dip into have a bigger hit die than your main class?
  • Does the class you want to dip into have tool/weapon/armor/save proficiencies that you want?
  • Does the class you want to dip into depend upon the same ability scores as your main class?
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