I suggest trying out the different weapons and see which ones you are most comfortable with. Start with the smaller monsters and try killing them first/getting used to movement.
I can see the demo being frustrating for some as the retail game isn't really designed to fight the boss monsters right off the bat (at least for newcomers).
Usually they start you out with a couple fetch quest missions, small monster kills to get you accustomed to the controls and then throw a big boss mission your way.
I'm personally a fan of the long sword and great sword but I think the sword and shield is a great starter weapon for newcomers.
Like I said before try practicing on the smaller monsters by attacking, rolling, blocking (some weapons like the long sword cannot block thus rolling is the better option) and running. For most weapons running can only be done while the weapon is sheathed so get in the habit of sheathing your weapon after you strike.
Good luck, the learning curve might be a little challenging especially if it's your first MH game but it really is fun once you get used to the controls.