The pro controller is a great investment regardless. Its amazing battery life will help will marathon sessions that I find myself getting into whenever I play monster hunter.
That said, the gamepad is still great as having instant access to making combo items, and the keyboard for typing online, the mic for chat, and more is very nice. That said, if you have the deluxe, it comes with a tiny stand that is perfect to have in front of you while you play with the pro. Its my ideal set up.
The game starts you off gathering and learning how to collect and kill small monsters to learn the basics. Each area is its own ecosystem that you gradually learn to take advantage of. Eventually, nearly all your quests will involve hunting larger monsters and harvesting parts from them to build a huge arsenal of weapons and armor. There are dozen weapon styles to chose from and they all have their own movesets that take time to master and learn. You switch between them interchangeably depending on how you feel most comfortable tackling that particular monster.
The depth comes from learning monster movements and patterns to take it down most effectively, alone or with a group. There are are a few dozen or so armor skills that you can create to give yourself abilities on the field, and certain weapons have elemental or status effects that very in effectiveness depending on the monster. There are also hundreds of items to use, in battle or on yourself, like traps or potion that you have available to use.
Missions end when the monster is killed or the occasional turning in of items. There are 3 levels of monsters, low/high/g rank that you work your way through, each of which drops different items to build different levels of parts. You are always working on making yourself better, but at the end of the day it always comes back to skill.
I probably said to much and may have potentially scared you off, but MH GAF is great and can answer any questions as they come up. A