Getting the hang of weapons in MHW takes a bit of time. Here are some useful tutorials to learn about the different weapons in the game, and help you choose yours.

Sword and shield , Sword and shield 2
Longsword , Longsword 2
Greatsword
Hammer , Hammer 2
Dual blades , Dual blades 2
Lance , Lance 2

Hunting horn , Hunting horn 2
Insect glaive Insect glaive 2
Switch axe
Gunlance
Charge blade , Charge blade 2

Bow
Light bowgun
Heavy Bowgun