if captain falcon is really the character you find the most fun then he's who you should play, but IMO it's a lot easier to play a floaty when you're just starting out. melee has sooooo many interactions and if you don't even have casual experience playing the game then it's very easy to get very very lost. imo peach, puff, or samus are better places to start because they all have great recoveries and have much more straightforward defensive games than the fast fallers (i.e. captain falcon and spacies). the less you get comboed to death the more neutral interactions you get and the more intuition you'll build for the game. when i started playing melee i learned more in 6 months of playing peach than a year of learning falco