Examine your goals. Win a tournament/place highly? Top and high tiers have shown they do this easier.
But, some people wanna be the best at a character, and thats fine! Or maybe you just wanna advance a low tiers metagame a little, to have a personal impact. Then someone with lots of tools but less rep like mega is great.
I play pika because, while i dont think quite of highly of his kit as ESAM, i do think he can win any game. He has the tools. That is important to me; losing and feeling helpless sucks and i dont want that. That said, i did the top char thing with MK in brawl enough to know i dont wanna main shiek (there are more reasons, but this is an example more than an autobiography). But playing bottom tiers against tops (which you will see at tournaments) was horrific for me. So i picked a char i feel can win, enjoy his playstyle/persona, and feel i can succeed with.
Also, as others have said... you are certainly not at the stage where your char is holding you back alone, just keep improving overall. Hell, trying everyone out is good for learning how to approach those matchups. Just dont try and 'main' 12 characters if you wanna beat more focused players.
Get out of pools is a good first goal by the way, and mega can definitely do that. Lucina was unusable in my opinion, but after many patches she is pretty alright. Hell, the 1.1.1 patch took away excess safety from Marths sourspots, giving lucina a nice new little niche.