Personally
I've played most of the characters, for me easiest to play would be (BL) J (if you can manage his health since he doesn't have a MP bar), (WD) Tina (once you finish 1st promo), (WH) Bai/Wolfgang. I don't recommend going for Rattus characters since they're kinda hard (for me). Looking at guides help if you want to main a certain character
I just playing each character until 1st promo and see which playstyle is easier/more fun for you