Well, every sorc/mercenary forum cries how good sniper have it.
Cover mechanics are a pain to learn and get used to, but will pay in the future. Don't run to more then one group, Kalyio is a good tank, and by ranged, it means type. So she CAN shoot from range and most abilities are ranged, but will jump (every 15 sec) to make more threat, and she doesn't use cover.
if she is dying to fast, maybe you forgot to upgrade her gear? or going into heroic area?
you will get more skills around L 20 and most of them aaround 36, like with every class, give it a time.
Also, since leveling is super easy, doing few chars at first is a good practice to find what are you comfortable with. bring them to atleast 25-27 should give more or less an idea for future.
Marauder is far easier to bring high dps then assassin or juggernaut, but it's comparable, and marauder can't tank (and you said you want multiple roles). plus, stealth for pvp is fun