Welcome to the brotherhood of Captains! Cappy's are great fun to play. Survivability is great, dps is mediocre (not great, but not horrible). I didn't die until I got the Last Stand skill and was experimenting to see how low my health could get before I could pop it. (tip: Don't wait until you have 10 health, that's too late :P)
At low levels, the heralds are a great help and the first traits you get are for heralds, so that works out nicely. When your level is in the 30's, heralds have diminishing returns and you'll want to trait away from them.
Most of your big dps skills are gated behind War Cry and there's a trait that lowers the cooldown of it. Grab it as soon as you can.
Cappys really shine in groups. Our buffs make everyone better. The whole point of the heralds is to give us some of that even when we solo. Also go ahead and pull several mobs at once. Several skills are gated behind defeat responses, and the extras from pulling multiple mobs makes you stronger.
[B]Dwarrowdelf[/B]: Gufli-Champ(58), Gadhalion-Hunter(27), Galbarad-Warrden(23), Gildro-Burg(20)
[B]Windfola[/B]: Fredemond-Mini(25), Fimorin-Cappy(34), Fallaf-Guard(25), Fumli-RK(25), Falandion-LM(21)