thats how it usually works, you're good at only one person, but that changes when you try to get trophies, classic and all star gives you a feel for each character.
Yeah, at first I only played Peach, then tried out Zelda, decided that my opinion was that they were both pansies. Moving on with habit of playing only female characters, I tried out Samus and found her a fairly easy character to play as. That's how I was led to play the Metroid games, but that's another story.
Oh, and Zelda should be disqualified from the all-female character challenge in Melee because of her Sheik transformation.