I tried the pre-release demo(never played Monster Hunter before),it seemed so complex.
I ran around and wailed on some monsters but I had no clue of the mechanics,is it really as complicated as it looked?
Monster Hunter does have a heavy "simulation" streak to it. And World is even more streamlined compared to previous entries. It's not just you.
My recommendation would be to spend a bit of time -- maybe just 10 or 20 minutes -- in the training room trying out different weapons. If memory serves, you can even swap your weapons during the training session. Try out some combos, find a weapon that you like, and then...
Aspirants can also check out Gaijin Hunter's Youtube for some
great tutorials for each weapon. There is no "best" weapon. Every single weapon can make mincemeat of a monster in the hands of a skilled player, without exception.