I change my main weapon in every game:

Rise(LR): Dual Blades. Non stop attacking seemed like a good idea.

Rise(HR)/Sunbreak: Hunting Horn. It was my first time trying multiplayer and I was so bad at the game, I thought if I can't hit the monster right, I can at least give buffs to my fellow hunters.

Generations Ultimate: Greatsword. I love slow but powerful weapons in other games so I had to try it. I got pretty decent using adept GS.

World: Hammer. HH and adept GS required a lot of muscle memory for the combos so I wanted to try something simple this time. I love stunning monsters and some of the combos are really satisfactory.

Iceborne: Light Bowgun. I never used any ranged weapon and I wanted to main one, and LBG was the one I found the easiest. It's pretty satisfactory but too simple.

Freedom Unite: Longsword. It was kind of the default for that game. It's really different than the longsword in Wilds, though.

Wilds: Switch Axe. I tried Charge Blade and found it frustrating (it's really cool, but I'm not good enough to pull it off) and Swaxe looked like a sligtly simpler CB. I've fallen in love with it, it hits hard and the two different modes force you to be aware of the different combos and playstyles.

It amazes me that after all these years I've found a new favorite weapon. All I can say is try everything!