I say just pick a weapon, take a quick look at the hunter's notes for the weapon, and try to fight the Great Jaggi. Assuming you are using the starter versions of the weapons, the fight should take long enough that you have a general feel for how the weapon plays. In terms of general weapon advice, you'll probably have some luck with the Switch Axe or Dual Swords. They are similar in concept to the Long Sword in terms of relying on rolls/sidesteps and having a decently fast attack speed. Same goes for Hunting Horns and Hammers but they are way slower but do tons of damage per hit and you generally want to aim for the head with them. I still don't know how to uses any type of lance well so I can't help you there. Great Swords are nice but you need a lot of patience, you pretty much are waiting for the right moment to charge up and deal massive damage and then run away. Sword and Shield is a good balance and speed but you need a lot of practice if you want to deal damage on the same level as the other weapons.
I suppose I should mention Bowguns and Bows but they are so far apart from other weapons that you usually have to dedicate yourself to them. I like using Heavy Bowguns but having to maintain a gunner and blademaster set just became a pain.
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