Definitely start off with Tri for the Wii. It's by far the most accessible, or at least as accessible as these games can be without just jumping in headfirst. The difficulty curve is pretty good for a MH game, but the pacing is SLOW in the beginning.
If you could stand playing a game in Japanese I would look into starting with MHP3rd for the PSP or PS3. The pacing is overall much better and the difficulty curve is even better than Tri. There is a translation patch for the PSP but that involves hacking your PSP.
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