Sword:
- You prefer one handed
- You want easy start that will benefit from extra defense points
Axe:
- You feel comfortable starting with more attack and less defense points
- You don't want to lose the shield for best damage at mid levels
Club:
- You don't mind starting without the best stats
- You don;t care about shields
- You aim for best damage output at mid/high levels
It comes down to personal preference. Choose the one that fits your style!