Free choice! It is a wonderful thing!
Now in a lot of games your character progression is pretty much set in stone, perhaps you will have a couple of builds to choose between but you are still guided to fulfil a certain role.
The Secret World is a bit more open than that, as you progress in the game you will earn Anima & Skill points that you can spend on ANY ability in the game. You want to pick up some pistol skills to go with your claw weapons? Go for it! Hell why not pick up some Shotgun skills while your at it.
There are so many choices that it can be a little confusing, thankfully there are ‘Decks’ that will guide you with suggested abilities for various roles. You want to play as a healer, well you could grab this, this and this skill but if you want to ignore me then that’s fine too.
More information on the character progression can be found at http://www.thesecretworld.com/gameplay/progression