MH2 on the PSP was my entry into the series and now my left index finger is in a permanent crook position.
The learning curve is steep especially for certain weapons. I prefered the katana as a beginner weapon for its ease of use, power, and mobility. Hammer is just plain fun and pretty simple to use but lacks the mobility. I'm personally trying to get better at the gunlance because it's my favorite, yet incredibly tough to pick up.