Depends on your fighting style.
Daggers are faster, but do less damage
Broadsword/gladius are more common weapons
two handers and claymores are used very little right now, since dual wielding does more damage, but in G8 they will get a damage boost for smash.
I'd say melee/magic, range is kind of hard for beginners.
But no matter what you do, windmill should be your highest priority, all the way to rank 1.
As well as rank 1 refine before any other +dex skills, such as life skills or ranged skills.