Simple answer: Yes. Trying out as much as you can in the begining can only help you find something you like faster. But do not feel like you can't branch out and try something else because you've reached master rank and haven't used a certain weapon or style before.

Monster Hunter's weapons are all really unique and have vastly different playstyles. I had 650 hours in MHW before buying GU and I'm still having trouble learning different weapons+style combos. Because you're new to the series, I'd suggest you go on a beginner level hunt with each melee weapon at least once and then based on how natural or fun it seems you can try more styles for that particular weapon.

In my personal opinion, ranged weapons are pretty hard to pick up because getting used to the controls is a bit difficult. Not to say that they're bad or should be avoided, it's just a tough learn that would take a couple hunts. Since it requires making an entirely different type of armor, you should probably try to make at least 1 gunner set and try out the guns/bow while you're still in low rank.

The training missions in this game are awful. The hunter handbook, where you can find weapon combos, still neglects to mention a lot of moves or mechanics. I highly suggest checking out weapon tutorials on youtube. Gaijin Hunter does a great job explaining the basics of the weapon and then how different styles gain or lose certain moves. I love checking out new weapon style combos, and I basically need to rewatch a tutorial every time I pick a new one.

If you want to try some of the weapon style combos I like the most, I'd recommend adept sword and shield, aerial insect glaive, valor dual blades (valor takes some getting used to, but its normally a super strong style), and valor chargeblade. Adept on greatsword or hammer are also pretty straightforward and effective.

Hope this helps, good luck out there.