Hi guys! I'm Fleet-Miss-Gun, and I'm a Cobalt Knight. As you all know from perusing Hall of Heroes, a Cobalt Knight is one of the 9 classes of Spiral Knights. (Striker, Gunslinger, Bomber, Specialist, Cobalt Knight, Guardian, Elemental Defender, Shadow Defender and Piercing Defender), and I have gone down the very equally valid path of being a Cobalt Knight, because being versatile sounds pretty cool, dude. Here's my guide:
-Work your way towards a Azure Guardian Helmet
-Work your way towards a Azure Guardian Armor
-Work your way towards a Aegis
-Work your way towards a Leviathan Blade, a Valiance, and a Nitronome. Alternatives to this would be a Cold Iron Vanquisher, a Big Angry Bomb, and Irontech Destroyer
This is all there's to it! Hope I helped! Cobalt Knights don't have anything to do with crippling overspecialization. We mostly just do everything in the game (except things that can get you banned), killing monsters in the process. You might think we should equip weapons with special type damage, but that's the job of Striker, Gunslinger, Bomber, and Specialist.
I know it's a joke, but I can't resist pointing out that Cobalt armor is actually extremely specialized, to fighting monsters that inflict piercing damage and no status --- that is, unthemed beasts and slimes. The game "misleads" new players into disadvantageous equipment choices. Or maybe the traditional enemies of the Order of Spiral Knights inflict a lot of piercing, and the Order has just not updated its general-issue equipment for the new reality of being stranded on Cradle.