With msgclass you only define the output-class for the JobMessages.
By SystemInstallation there is a default class defined. This is used if not specified in JobCard. There could be classes from A to Z and 0 to 9.
First JobLog and Messages are written to DASD by System and JES.
Then a socalled OutputWriter is producing the several OutputLists. Therfore Operators have to start dedicated WriterClasses. There could be special definitions of classes for large outputs or FormularPrinting or whatever defined. That depends on company restrictions. Ask a co-worker for use of your definded classes.