I really only got into the series with Ultimate after a failed attempt with Tri, and here's my advice after 150 or so hours in of learning.
This guide is fantastic:
http://weloveculty.com/collections/monster-hunter-beginners-guide. It's well worth the $9. It's done with a lot of care, has some nice images and great reference material. Unfortunately, it's probably what the instruction manual should be though. After you get into the game you'll look back and see this as remedial stuff. For now, it's a great collection of all the basics in one place.
Pick a weapon type and stick with it. Ask around before hand to hear pros and cons from others about the weapons. While it may be tempting to jump around since there's no in-game benefit to playing a weapon long term, believe me when I say you will improve so much over the course of playing the game. I have done countless hundreds of missions and only ever used the Switch Axe, and I am still learning new tactics and techniques that I can tell make me a better player. It's one of the most satisfying parts of the game.
Ask around not just about weapon types, but ask around about everything. Any time you have a question about anything that seems weird or confusing, post about it somewhere or look it up in the MH Wiki. Trust me when I say there is so much gameplay and great times ahead even with most of its secrets laid bare. It will only help you get over the initial learning curve.
Finally, for combat tips, really hammering home some ideas in my head helped me come to grips with it. Realize that you will be taking defensive or passive actions way more than attacking. Realize that almost all of your attacks will be counter-attacks that respond to a monster's actions. Get into a feel for the flow of battle, wait for a monster to make an attack, defend it properly, THEN make your action. Even if you just want to drink a potion or sharpen your weapon, wait to make sure the monster isn't about to charge you before you go ahead with it. Realize that you will be putting away your weapon, a lot. There's no reason to have it out when you can't attack at a safe time.
In the end, it's worth the effort to break through the curve. It's been one of the most satisfying game experiences I can remember.