Traditionally in MMO's, players have been able to choose a race and a class before beginning on their journey into the game world. Funcom felt that this didn't allow players to truly play the MMO in the way that would provide the best experience for them. Funcom rationalized this with the question; how can players know which class and race they prefer if they haven't played the game yet? The answer to this is The Secret World's freeform progression system. One player can learn any abilities and play any style that they want at any time. Once you settle in on a particular style of play, you can build up your abilities for that particular style.
The easiest way to understand the system is to think of it as building a deck in Magic: The Gathering or your preferred card game. Over time, you build your deck with the best cards that you can get your hands on and spend time perfecting that strategy. In The Secret World, you build your set of abilities - your deck, if you will - and fine tune it until it works just the way you want it to. Should you decide to change your play style at any time, the option is there to do it seamlessly.