Why yes I am very classy, thank you for asking.
*Polishes monocle*
Right, I won't bother to tackle your question from a technical/how to implement viewpoint because 1) my technical knowledge is nowhere near good enough to be useful on such a front and 2) Subrosa and Grits have already done that. Instead, I'll try and answer it from a game design point of view, because it's Sunday evening, I'm slightly bored and I find this sort of thing interesting to speculate on.
The idea of class is, as well as being a method to make the oppression of the proletariat an entrenched social institution, a carryover from TES' roots in D&D, which basically serve as a 'quick and easy' way to define your character. Want a character who fights with a bow and arrow, pick the Archer class, want someone who just hits them with a big sword, pick the Warrior class, want someone who can sneakily rob others blind and get away with it scot free, pick the Banker class. In some RPGs, these classes have certain class-specific abilities as well as a specialised skill allocation; the archer might have an ability where a single shot causes massive damage, the warrior might be able to strike multiple enemies at once and the banker might be able to get enemies into crippling debt. In such games (and notably ones that are party/cooperation-based) class is an essential definer of characters and how they play.
In the TES series, however, this hasn't been the case (at least, in the ones I've played; I've never tried Arena and decided that Daggerfall could go die in a fire after I kept getting killed by rats due to the fact that my character was unaware of the concept of the z-axis). At best, classes in Morrowind and Oblivion serve as means to define how a character plays, but even then if you decide to change your mind about how to play halfway through the game then it's actually pretty easy; Morrowind somewhat locks you in by making levelling up possible only through upping your class skills, but even then it seems an obligatory gesture rather than an essential aspect of gameplay. TES games have always been removed from classes, and Skyrim going for a truly classless system is, as far as I can tell, nothing more than the next step along the path the series has been taking since Morrowind. On a semi-related note, I personally find Skyrim's levelling/perk system an elegant and well-designed one that also makes a lot more sense than the traditional, highly arbitrary Experience Point system.
"But Mustard, you charismatic and devilishly handsome rogue!" I hear you cry. "If the TES's class system is nothing more than a way to specialise a character from the get-go, why doesn't Skyrim let you select certain skill ranks to improve at the start in the manner of the Fallout series?"
This, I think, ties in to the nature of the protagonist at the start of the game. What's notable in Morrowind and Oblivion is that your character is imprisoned, that is, thrown in jail. In terms of story, the idea of classes in these games makes a great deal of sense; a person who works as a thief or a warrior or a spell-slinging mage is quite likely to run into trouble, where Uriel Septim will tell the Blades to ship them off to Morrowind or they'll meet the Big US himself. In vanilla Skyrim, however, the Dragonborn-potentate is a refugee who's trying to cross the border; they don't start the game as jail material, they start it as Shmuck McNobody. And Shmcuk McNobody isn't the type to have any kind of special skills or extraordinary abilities, oh no! They're nobody! Didn't you pay attention to their surname? Hence why you don't pick any abilities at the start; because your character is supposed to be an everyman who learns their advanced skills once they make their escape from their execution, rather than being able to swing a sword or cast advance spells or manipulate finances already. Their hero's journey starts at their escape from Helgen; that Alduin-nuked little hole in the ground isn't a halfway mark, but the very beginning.
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