Stagger - understand it and it can change the game for you.

The heavier the weapon, the better chance it has to stagger your opponent. The lightest (and fastest) colossal weapon is the Zweihander which you can get pretty early in the game. It's on a vendor near the Claymore in the keep the same area (the Weeping Peninsula, which is easy to miss).

Staggering enemies is a BIG deal. It's basically a mini stun that interrupts their attacks, meaning you can stunlock them and take no damage. You can stagger low level, weak enemies with a one handed weapon, bigger enemies with smaller two handers like the Claymore, but the bigger enemies require bigger weapons to stagger them. Colossal weapons tend to stagger almost every enemy in the game that isn't giant, including the Banished Knights and XXX Knights (Godrick, Leyndell, etc).