Like I've said over and over and over again.....
YOU'RE gonna have to pick your main/s. NO ONE CAN TELL YOU what type of characters you'll do good with/like. Many characters may look cool, but until you play them, you've nothing to go off of. I tend to like zoning characters like Nu-13 from Blazblue...but when I got to Skulgirls, I LOATHED Peacock...and still do. I will never play her and hate playing against her.
I saw Filia and usually don't go for rushdown characters despite them being super fun (and me loving to harass people), but I wanted to go for something more skill-based. I actually ended up using Filia because of her lighting-fast instant air-dash (coming from Blazblue...you get VERY used to it).
I know I want to use at least two. I want to have the assist/tag option at my disposal.
Right now Valentine feels the most natural to me, and I really like her moveset. Reminds me a lot of Ibuki etc. The rest of the cast is a toss up at the moment although I'm leaning towards Parasoul or Squigly.
Also, in addition to using teams, I strongly...STRONGLY suggest only using one character in the beginning. Some people swear using two is good to get DHC's down and team dynamics, but to be honest, 99% of these people i'd beat and continue to beat. Of course there are few players who make it work, but I suggest holding off on it. Too much to try to take care of first. Get down regular game mechanics and neutral game of ONE person down first so you get that "solo-strength" down.
When I picked up filia and felt i had hit my first wall, I picked up squigly...solely because of the silver chord (scorpion whip) assist lol. I figured...hey i might as well get good with her & loved her, putting her at point so I could chip or pick at an opponents health the best I could before Filia was up and essentially I felt like I could beat anyone because my filia was so strong. I'd often have squigly murdered, but Filia would come out and I'd literally clean up entire duos and occasionally trios.
So get good at one, then try another and (usually) make them the point character for practice.
The only thing that makes me hesitant about Parasoul is her charge mechanics. I've never really played charge characters. When she gets in close I love the way her jump-in / air game looks, but I'm not really sure how she's meant to be played as a character since she has no 'rushdown' but does great close. She is fun as hell to watch though.
Also, how does team building in Skullgirls work? I read a little bit about team building for Marvel back in the day but I never got into MVCV2/3 much so I don't know much of the strategy for team building.
Even though I admire parasol (and majority of other characters in the game), I don't particularly care for her lol, but her charge mechanic is stupidly easy to use and much more lenient than other games. It's only 30 frames (half-second) to hit moves I believe. Parasol is really an all-around character. Her dash-in is debatably one of the best or worst...she has a very short single jump...BUT her air priority from j.hp alone is enough to shine over the entire cast in the air...she's not necessarily a "rush-down" character BUT can use tears and other moves to keep the opponent blocking to close-in from lack of speed & has 2....TWOOOOOO STANDING OVERHEADS that will throw off even the best of players from time to time. Her mix-up game when good is scary. But yeah, who needs rush-down when the opponent has to worry about an incoming egret &/or tears? Exactly.