Yes, it is very possible to optimize in AD&D (if this is what you mean); many people call this 1E, but there were even more primitive systems than that back in the day. Let me know what system you are using exactly, as I know AD&D very well, but not the system before that (sometimes called Basic DnD), nor the Chainmail system before that.
OK, I'm bored, so here's some random tips for AD&D:
1. If you have a 15 Dex, you can do TWF (Dagger or Hand Axe only) w/ little penalty (DMG p. 8-0)
2. If you have access to Oriental Adventures, play a Monk for long-term maximum damage capability (there's a martial arts combination that gains a ton of attacks per round and tons of damage)
3. Don't forget that the DMG has a secondary profession table to pick up something.
4. If you get the luck to roll an 18 Str, by all means you should play a race that gets a +1 bonus to Str w/ a maximum of 19 or greater: the difference between an 18 and a 19 is HUGE - expect to be in melee frequently!
5. The Dart has the most damage per round: you get 3 attacks at d3 each.
6. If you have access to Unearthed Arcana, Weapon Specialization is awesome (and see 5 above; you can make that 5 attacks per round, if I remember right: I don't have Unearthed Arcana anymore).
7. Unearthed Arcana: There is an alternate rolling method in the back that turns normal characters into super-beings; ask your DM.
8. Druids were fairly powerful in 1e. Clerics were OK in 1e (more of a necessary evil). Magic-Users and Illusionists... well, they kind of blow until much higher level.
9. If you play w/ the speed factors for weapons, you might want to stick w/ smaller weapons.
10. Thieves take the least amount of XP to level.
11. XP is dolled out to the one that deals the killing blow (and see 10).
The Assasin class is my favorite AD&D class. Its almost as fast to level up in as a Thief, but you get some really cool auto-kill abilities, too.