Monster Hunter offers many ways for you to take down beasts of various sizes. Fourteen different weapons exist, each catering to almost any particular playstyle, whether you are a defensive player, a player who likes to support team members, or even a player who wants to get in as many hits as possible and defeat the adversary in a timely fashion. Here are some examples of the weapons and which playstyles they mostly cater to:
Your ideal weapons choice could be the Lance, Charge Blade, Gunlance, and even the Greatsword. All four have defensive capabilities with the first three choices having enormous shields to withstand attacks, and the Greatsword being an enormous blade that can also be used as a shield. Playing cautiously is sometimes a good thing, and if you're that type of player, you are certain to find a fitting weapon.
If you live and breath action and like to stay on top of the enemy like white on rice, your ideal weapons could be the Longsword, Dual Blades, or Hammer. Those weapons sacrifice defense for offense, and pay off with their power and DPS.
For instance, the Dual Blades are the fastest hitting weapons in the franchise, but are small in size, meaning you must stay close to the monster to hit it. The same can be said of the Hammer: though powerful, it has a small reach due to its size (PRO TIP: If you decide to ever pick up the Hammer, *always* attack the monster's head. You'll be dealing KO damage all the time, meaning that you'll be able to knock out the monster, immobilizing it, thus giving you and your teammates free hits without any sort of retaliation!)
Nothing screams "support" like the Hunting Horn. Depending on which Hunting Horn you use, you can play various melodies that will give you and your allies boosts like attack up, defense up, earplugs (protects from monster roars), heal, and many more buffs. Adding to all that, the Hunting Horn itself is also a blunt weapon, which means that it can also deal KO damage like the Hammer! So, not only are you buffing your allies, but you are also contributing to the hunt by fighting the monster.
Ultimately, whichever weapon you decide to use is primarily up to you. With 14 different weapons to choose from, you are guaranteed to find your ideal choice and stick with it. Test out all of the weapons, and whichever ones you find most comfortable, use them and see how well you do! But don't just stick with one weapon since some monsters will probably require you to switch your playstyle.
If you wish to know a bit more about every weapon in detail, check out this guide.