Fighting things for the first few times and figuring them out is really fun and has led to wonderful memories with the friends I've played the games with.
Umiman and others interested in keeping one of the craziest surprises, don't check the spoilers.
I remember playing MHP3 on psp with 2 friend at my house. We were fighting a Duramboros for the first time and were having a hilariously hard time. At some point I said something along the lines of "well at least that thing can't possibly fly"... and then it did, in what has to be the most glorious way ever. We then lost the hunt because we all sat there stunned for a second or two before bursting out in laughter, unable to stop ourselves.
More recently, I ran into a Deviljho while doing some fetch-type quest. It was the first time I ran into one, and did not have the equipment or supplies required for a hard hunt. That thing was awesomely overwhelming(I love crazy challenges), and I had so much fun that I kept hopelessly fighting it until only a minute remained on my fetch quest and then I went to end it. I'm only at the start of singleplayer(village) high rank right now and I can't wait to get to the nastier stuff.
What weapons do you guys prefer? I've been trying to get good at dual swords, but I take way more damage than I'd like. I love the bow, and recently fell in love with "counter-lancing" after I figured out, to my amazement, that that charged stab move is actually a counterattack.
I've been playing the Monster Hunter games since the first one on ps2, played all the games(even the japanese ones and Frontier) except the weird cat village one and the cellphone games, and I've had lots of fun with them so far. It has to be the game series I spent the most time playing so far, and it is still racking up hours.