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Soriku said:

IMO the single most important thing to figure out when it comes to series is what weapon(s) you're good at using. However, this isn't something you can research.  You need to get a feel for the weapons. Each weapon is distinct, and this particular entry has a good number of them, so you'll probably spend quite some time before you're fully situated.

Personally I'm really fond of the lance, which I thought was really clunky when I used it for the first time. But I learned that it's a great weapon because it combines a good offense with the best defense.

I anticipate the Insect Glaive and especially the Charge Blade, the two new weapons in MH4U, are going to be very popular online.

Regarding online matchups, I don't know what changes they made in this game, but in MH3 for Wii it's easy enough to find strangers to play with and hunt the monsters you want to hunt.

The biggest things I would research is good armor sets as well as weapon paths for your weapons of choice. Armors have various skills, and you can add some skills too through decorating armor. Some skills are better than others for certain weapons. The skill "Sharpness +1" is a pretty good universal skill though.

I actually saw some gameplay of each weapon and I'm thinking Dual Blades looks like it would be the funnest to me.  I haven't looked into the armor sets yet.

Edit: also I found this http://monsterhunter.wikia.com/wiki/MH4:_Dual_Blades_Weapon_Tree

Say I make a fire type weapon, will it be not as effective against some monsters and make the weapon basically useless?  If that's the case I'm thinking of going down the Akantor Blades path so I don't run into that problem.