The Mage has probably the most unique total story stuff (magi do their own thing regardless of the race you pick), then the dwarf noble, then the wood elf. The rest of 'em are all about even.
Also, your race/class combo barely plays a role, if at all, in the really important interactions which are with potential party members and such, so you don't have to worry about missing anything because of your early choice. You can, however, miss or screw things up by the choices you make later in the game when the fecal matter is about to hit the oscillating device, so put some thought into your response when someone asks you a question.
Lastly, if you play on a setting other than the Easiest one, you may want to read the spoiler I put up there about the difficulty scaling by region. We don't want you wandering into an area and getting wtfpwned by everything and getting discouraged.