The first thing that put me off the game were the controls. Due to the PSP's 1 thumb stick, it was very awkward to play in the beginning. Learning to manage gets easier a few quests in. All that aside, you get a combo system individual to EACH weapon... That's right, a Sword and Shield (SnS) will act entirely different to a Great Sword (GS). So, depending on your play style, you have many options to choose from. Keep in mind that no matter what you feel is faster unsheathed, running around with your weapon sheathed will grant you the same speed and stamina consumption accross ALL weapons. The game will generally use 6 buttons out in the field: 2 attack buttons, dodge button, special button, sheathe button and camera contols.

It's a bit difficult to explain, so I'll try my best. Also, the Wii controller is the same as a PS2's/PSP's control scheme except the camera controls.
2 modes Sheathed and Unsheathed
*See a monster or whatever, while unsheathed*
= Attack type 1
= Attack type 2
+ = Attack type 3
= Special
= Sheathe
= Dodge/Hop

*See a monster or whatever, while sheathed*
= Unsheathe
= Gather/Carve for item
= Sprint, Lunge (In battle with monster)
= Use item
= Dodge/Crouch

*Both 'modes' so I don't have to repeat *
Tap = centre camera, Hold = item menu/wheel
While holding the weapon wheel down use or to navigate items.
Using the whole D-pad will let you use the camera controls... Awkward, right?

MH has introduced and taken away weapons throughout their series. E.g. MH3 has included a Switch Axe which I am yet to use. In MHFU there are:
Sword and Shield (SnS) are Fast, nimble, limited range and has blocking. Best part is all purpose side to it, use it and you shall find out.
Dual Swords (DS) REALLY fast, nimble, limited range and no blocking. Extremely useful for when you want to venture out with a buddy or 2. 'Demonization' with the special button increases speed and damage and adds a new action.
Great Sword (GS) Intense damage, Heavy, so it's SLOW, greater range and has blocking. The speed turned me off of it in solo play, but in groups, it still is quite a force to be reckoned with. Chaining together any combo you want (overhead forward, overhead backward and sideways swing are the only moves available) and the ability to charge your strike makes it an unstoppable force if you can get around the moving speed.
Long Sword (LS) High damge over time, fast and nimble, great range and no blocking (A ninja's tool? My favourite ) The stringing of combos and Spirit gauge, enough said. With this bad-boy, you need to fill up this meter until full, then you can express exactly what 'hot knife through butter' really means. (Increased damage and sharpness)
Hammer (Hammer) For those medium paced players. Has decent damge, speed and can still be nimble but has no blocking. You have a tripple pound, a side pound and a charged special overhead slam, or spinning cyclone of mass headache.
Hunting Horn (Hunting Horn) A more strategic based weapon, plays notes to boost attributes such as stamina, damage, defence, etc. slow and doesn't block. (I don't use it enough to give more info)
Lance (Lance) Long, decent damge, slow yet don't let it fool you, it has a 'hopping' ability which can get you out of trouble, or get you into it.
Gunlance (GL) A badass weapon that needs a lot of dedication to use. Basically, either a knife strapped to a gun or a gun strapped to a knife. It isn't neccessarily a gun due to lack of range, but still has the ability to charge up one powerful punch to a wyvern's face...
Light Bow Gun (LBG) For those wanting to kick back, whilst still wanting action. Also has a rapid fire function. Fastish.
Heavy Bow Gun (HBG) Slow, yet somewhat packs a punch.
Bow and Arrow (BnA) The SnS of the ranged world.

In the beginning you're limited to fighting small dinosaur like raptors and giant warthogs. Alas, that IS only the beginning. There are Wyverns(Flying and such), Piscines(Fish), Carapceons(Crabs), Pelagus(Quadrupedal juggernauts) and Elder Dragons to fight.
Everything you kill, you can carve (unless you absolutely slaughter a bug) and carving will get you new items to craft with. These items in combination with items you gather can make some amazing things. Most important of all, weapons and armour.

Let's say you want to kill a giant fire-breathing chicken. Go kill one to make fire resistant chicken armour. Now killing a giant fire-breathing chicken will be easier. But wait, your armour has some negative attributes (water) So go kill something that can make a water weapon to take advantage of your opponents' weakness!
It's a never-ending cycle of death and catching bugs and stuff... You eventually get to the point where you say "These guys are getting too easy"
Never fear, if you started with Elder quests, you can take Guild quests instead! Guild quests are SOOOOOO much more difficult. All that powerhouse armour and weapons you made... Don't mean diddly-squat here. This is where all the hard yards you put into the beginnig come in handy here. Essentially you fight the same monsters, but their fighting pattern changes slighty and their difficulty increases drastically!!!