Adding to what Gnomish_Inquisition said, I’d give the above guide by Stupid_Dragon on which builds are dependent on equipment a look over.
For some playstyles in Grim Dawn, they can only be played with the right gear to enable using a skill in a specific way (like 1-handed Primal Strike or item granted skills like Oblivion) so cannot be used and levelled with from Level 1, only until you can equip those items.
Some other playstyles technically can be played out the gate but get so much of their damage and bonuses from end game gear that they would feel really weak in some way while levelling. Most Retaliation builds like the above Paladin fall into this category where they get large amounts of raw damage from Legendary equipment and don’t do a lot of damage during the levelling phase when you do not have/cannot equip said aforementioned gear.
This is why we have what we call “beginner” or “budget” builds or “levelling skills” in the community. Beginner/budget builds are well written guides for new players and detail what skill, attribute and devotion points to place from Level 1 to 100 and what equipment to look out for so you can get to end game smoothly and begin farming Epic/Legendary equipment for your first character or any future playthroughs.
Levelling skills fall into a similar category being skills specific to every mastery that become super strong and can be used for decent single target damage and good AoE for fast and efficient crowd clearing and Boss killing when you heavily invest into them in the right place/way. Some are ok out the gate but their true strength comes from having one or more green Monster Infrequents (unique uncommon-rarity gear dropped by a specific group of enemies or Bosses) equipped which you’d want to pick up and use while levelling.