Gonna try out all these weapon training challenges. This may take some time. Need a good blunt attack weapon for these Kelbi horns, guessing the hammers my best bet there
What are the requirements for a monster to enter the monster list btw? Killed some small jaggi but they're still not in there
Regarding the Kelbi horns, ditto what Kinsei said. If you are just trying to complete that early mission, it really doesn't matter. Even if you won't 100% get one from a carve, you should still be able to get the required number in only a couple of minutes.
Regarding weapon selection in general, doing the tutorials is a good bet. I (and everyone else) would recommend that you check out the Gaijin Hunter videos. Trying out the weapons is one thing, but you'll get a much better sense of what weapon(s) you want to main once you understand how they are meant to be used:
https://www.youtube.com/playlist?list=PLDR3ta7VqKrwAHPSAudDagumWffFyHK6g
Also, to get back to the kelbi topic, don't over-think things early on. The various weapons are well balanced, so don't stress too much about which one you pick. Just go with the one that you find the most fun to use. The first 5-10 hours of the game ease you into all of the game systems. You might want to get more specialized after that point, but won't need to sweat it for a while.