I also started out with Painwheel when I first started trying to get competitive with this game. I don't know how familiar you are with fighting games in general, but for me this was my first that used all of the directional inputs and whatnot, so from that perspective, every character was an uphill struggle for me since even just doing a basic fireball motion was a struggle. Personally, because of this I found learning Painwheel first to be a huge benefit, because she forced me to get comfortable with doing all those inputs all the goddamned time. It was definitely a little frustrating at first, but you'd be surprised at how quickly you can adapt to that, even with just 10-20min of focused practice a day.
I guess what I'm saying is, yes Painwheel can be a difficult character to learn, but in the end so is everyone else. It might be easier to learn a basic BnB with someone like Cerebella, but no matter who you pick you're going to run into difficult challenges with their playstyle eventually. Ultimately, you'll probably have more fun and be more motivated to stick with learning the game if you're doing it with a character that you like, so just pick who you like =]