What IS a class gem?
A class gem is a gem that...well..fits to your class and gives a special ability which only class gems can have (note that you get the class gem of the class you are currently playing with, so you can't get Lunar Lancer class gem when playing with a Revenant or vice versa)
How do I get a class gem? Well, there are 2 ways to aquire one:
1.) Uncommon Drop from Empowered Gem Boxes
Empowered Gem Boxes can be bought at the Shadowy Market using 1 Lunar Soul (drop from the Daughter of the Moon Titan)
2.)Forging 3 Class Gem Key Fragments at the Adventurer's Crafting Bench
Those Fragments are a more common drop from the Empowered Gem box
So. Doing the Shadow Tower is the...key to get the key ,understand?
Completing the Shadow Tower on Normal will give you 1, Hard will give you two and Ultra will give you 3 Lunar Souls = maximum of 6 Empowered Gem Boxes a week (you will get 6 Lunar Souls if you do Ultra only and avoided Normal and Hard difficulty )
I have got a Class Gem Key ,what to do next?
Once you have a Class Gem key , you have to go to the Shores of the Everdark ( shadow-elemental portals)
THAT was the easy part. NOW you have to find the Shadow Coliseum and survive 1 minute of non-stop spawning enemies while defeating 3 Shadow Golems.
This will spawn a so-called Everdark Vault, where you can use the Key to drop a class gem of your class (stats can alternate).