. . . I'm just having issues picking a main.
Generally, you're going to want to learn how to play two or three characters in-depth, since the team mechanics give you a ridiculous number of options compared to playing a single character. But if you're just starting out, it'd probably be best to stick to a solo character for a while. It's much simpler, and there's a lot less information to juggle while fighting. Better to learn how to
ride a bike first, before you start doing tricks with it. Find a favorite, get comfortable playing them, then pick up another character as a solo until you feel ready to put both of them together.
As for
which character to start with, that's really going to depend on your gameplan, and what you're good at. If you like hanging back from the fight and making it difficult for your opponent to approach you, Peacock is going to be one of your first choices, but Robo-Fortune can do that really well too, if she has assists to throw out. Parasoul and Fukua are sort of hybrids between keepaway and close-range. Parasoul/Fukua are more interested in annoying you with fireballs and briefly shutting down approach options to get you to overextend yourself and create an opening so they can start their up-close game, instead of just running away and throwing fireballs as their main gameplan.
On the other side, if you're looking to get right up in your opponent's face, I'd recommend Filia. Her mix-up potential is really easy to access. If you set one of your macros in button config to LP+MP+HP, you can get super-low air dashes by just pressing Up + Macro button. It makes High/Low mix-ups incredibly easy, and that's probably Filia's greatest strength. Valentine is similar to Filia, but she puts more emphasis on her throw than on her air-dash mix-ups, and in my experience, she needs an assist more than Filia does. Cerebella can be a slightly trickier to approach with, since her movement options are a bit higher commitment than other characters, but she's one of the most rewarding characters once you do manage to get in.
Once you find somebody you like, I'd recommend looking around online for guides or combo suggestions. You can find a lot of that on these forums. The in-game character tutorials are great to get you started, but they're missing quite a bit of detail, and they won't get you very far for very long.
