I can't find anything regarding this but is it possible to change the class after selecting one? Do I have to delete a user config for it or the likes?

It's not possible, but you can gain the benefits of other class specs by spending 10 skill points on each.

Ah okay, so selecting a class just grants benefits on that class in the early game but later on you have all benefits if each class has 10 skill points. Do I understand correctly?

Yeah, that's pretty much it.