**Copying and pasting what I posted earlier in the thread. Also whenever I refer to OFFLINE, just note that MHTri is permanently offline now since they took down the servers.**
Basically find a couple weapons you like and focus on them. Build them up and your armor up. If you try to build too many weapons you won't have enough resources to keep building on your strongest weapons. You want at least 2 weapon types you're good with.
Don't be discouraged if you fail or it takes you a long time to kill a monster, the majority of the game is learning how to kill the monster and then make a better weapon to kill the monster even faster.
Learn the basics of the gameplay and if you can learn some of the monsters OFFLINE. This will save you a lot of trouble and hassle online when you play with people. I'm not saying you need to know every monster, but get a general feel for the game, your weapons, some monsters, underwater combat, etc before heading online.
Offline has a farm, use it as much as possible. You can make honey and what not that fuels your potions. Plus there is a ton of other items.
Utilize websites like Gamefaqs, MH wiki and their forums, reddit, Capcom-unity, or whatever else to ask questions or find guides. Knowing is half the battle, if a monster is weak to a certain element, one of those websites will most likely have details. If you can't find out how to get a certain item, someone else has probably already asked.
Most of all, try not to be overwhelmed. This is a semi grindy game, but the grind is mean't to be fun and could easily bring you 400+ hours. So prepare for the long haul and enjoy the ride.
Armor skills are not always the easiest thing to understand. Armor skills require 10/15 points to activate. So say you have a piece of armor has that +3 to speed sharpener. If you get that whole set of armor the pieces will most likely add up to +10 to speed sharpener, which activates the passive ability.
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If you have more questions feel free to ask away.