Try the caravan campaign first, especially learning the basics- weapon combos, making a potion, cooking a steak, catching a fish, trapping a monster, buying and upgrading armour, that kind of thing. The online community is great but really you should know that stuff first, rather than expect people to teach you stuff that you can learn on your own time. Once you can beat a large creature on your own, that's the time to go online, where you'll learn even faster but not be a total liability. At that point, being online will help you progress through the game really fast, but if you jump online first, while other hunters will be doing much of the damage, you won't have much opportunity to learn the 'tells' of each beast yourself as the other players will be beating the basic creatures senseless.
There is a tutorial quest for every weapon- try one, and if the weapon doesn't click, try another until one does. If you are a total newcomer, you might find some of the weapons, particularly the simpler melee ones, easier than others.