When starting NetHack, the game asks for the role you want to play with the option of letting the game randomly pick one. You can also set the role in your nethackrc file or specify it on the command line with the -p option.
Each role begins with different starting equipment and different levels of mastery in weapons. Intrinsics that are gained when leveling up (such as a Ranger's intrinsic stealth) and conducts (such as the Monk's vegetarian conducts) also vary with each role. Experienced players often attempt to ascend all thirteen roles. Some roles are considered more difficult to ascend than others.