That is exactly what I love about Monster Hunter. I never had the opportunity to use XLink Kai back in Freedom nor did I have anyone to play with locally, so I learned the game myself. It. Was. HARD. I loved it. There is nothing as satisfying as taking on those High Rank, and later G-Rank, missions alone and eeking out a win. You get better, you learn, you get even better, and you feel like you are truly mastering something. I imagine that is how perfecting a fighting game feels.
That is more or less my experience too, though after some time I had a friend to play local with. Fighting a monster for the first time in multiplayer is so fun and scary at the same time, haha.