AlexTerrarian
Eye of Cthulhu
Start to looks very nice I like the golden color . Gj.
Frost Armor IS a class armor. A duo class armor, actually. Casters benefit nothing from it (aside from some bugs if still present).
Also, Shadow is definitely a melee set. It gives melee speed bonuses. However as it may be the first non-classless armor you obtain, it's an upgrade from gold armor so any class could use it. You only get the most benefit from it as a warrior.
As for the actual Gaia armor, I don't see why not. Well. Except for accessories being heavily class-themed. You'll still have to cycle out accessories whenever you swap a weapon for full effect, so you'll probably be better off using a single class armor and sticking to a single damage type.