I'll concur with ein/Taz on what character to pick. You could probably start with Meiling or Youmu as well. Definitely avoid Iku, Alice, Yukari, and probably Cirno until you have at least some idea as to what you're doing.
Utsuho really isn't all that strong. Her damage is high, sure, but it's not
that high; my basic Tenshi combo does about 3320 and is confirmable from any stand or jump A, with the default moveset. My equivalent combo for Utsuho? 3477 in the corner only (and it has a tight JC link, so it's harder to pull off anyway), and I can't turn it into advantage if it gets blocked. The only way I can make it work out of the corner is with Hell Geyser, and that move takes serious anticipation to hit with reliably as the range is pretty specific. The only spellcard I seem to be able to decently combo into is Creeping Sun (again, in which case the damage is good but not amazing) disregarding a random 3A into Nuclear Blaze Geyser (which admittedly does do absurd damage if you can pull it off, but misses in the corner).
Her only means of significant bullet coverage is via 6B; otherwise she has to resort to firing defensively. Against an opponent smart/experienced enough not to throw random bullets around/make obvious setups/try to beat Utsuho's Cs her ranged game isn't really any better than half the cast. Due to the lack of coverage/multi-hit bullets that are actually fast she has limited hitconfirming potential at range.
Her dash takes forever to start up, and her jump is horrible, and her walk speed is horrible.
Her pressure game isn't great because she has few airtight strings and fewer still that are safe. For that reason most of her guardcrush potential comes from 6A, which (supposedly) is itself unsafe on rightblock.
So... I don't get it, at least with the theory in front of me. I can understand Claxus having trouble because he plays Komachi, and she basically relies on exactly what Utsuho counters (namely setups). Sakuya, too, to a degree. But in general, yeah, good against newbies and people who don't block enough.
Fun fact: Tenshi is stronger than Utsuho. How'd you like that, huh?
Another fun fact: The only reason Demon Arrow wins matches is because you keep trying to hit me out of it. How'd you like that, huh? Huh?