Both are good. However, I feel like if someone said “I have English class at 4” to someone else, I would get the impression that the receiver of this message already knows of the English class. But if someone said “I have AN English class at 4” to someone else, I would get the impression that the receiver of this message isn’t already aware that he/she takes English classes nor started taking them. 🌈 Nicky

Both are fine. The second is if you want to specify the quantity of classes.