This is in my honest opinion and actually how i did it. Playing in classic and training mode won't be doing much. Grab a friend who is also trying to figure out his/her main and wouldn't mind playing a few hours with you. Pretty much, brawl with them 1v1 with each and every character that interests you for 2-3 matches. The interests could be about looks, a certain move, a favorite, someone else's favorite, a counter to some else's favorite, or just because someone reccomended it to you. Say you chose 15 characters and played with them all... now is the time to filter them out to say... 10. Then 7. Then 5. then 3. Once you have 3, just keep playing in matches with your friend over and over. Try to use every single move, whether or not you think it is useful or not. Eventually, you might learn to love or hate those three and can then subsitute in more characters.
I'm stuck at 5 characters. It's really boring sometimes when you're just playing for fun with friends but only use one character forever.... you know? And all characters have their weakesses, so try to play a variety. Also, choose characters that suit the certain play style that you like. Do you like spamming projectiles? Do you like being grounded and going in for heavy smash attacks? Do you like going in the air and juggling/spiking a lot? What counts the most in my opinion is that eventually when you decide on your chracters, do not decide on the B attacks whether or not to keep the character. You should be comfortable with the character as a whole and the B attacks are just special attacks that aid in your hand to hand combat. For instance, Wario's attacks may not be the greatest of the greatest, but you should not avoid him just because his B attacks seem out of wack... the only logical reason to avoid and not use him is because you can not control him as a character, do not like certain attacks as it prevents you from doing so and so...
On a side note, the characters that i am reccomending are characters with suited for easy to average learning curves. Certain characters for fast learning curves are Pikachu, Kirby and fox as they are, im opinion, the most reliable and average of B attacks, smash attacks, aerial, and grabs as well as speed, recovrery and power. If you need to work on your recovery, Kirby, metaknight, pit, and peach is where it is at. For learning to play quick and fast games, Pit, fox, and marth. Characters for aerial combat consists of Ness, Toon Link, ROB, marth, Luigi, and jigglypuff. Characters with a big arsenal of projectiles to utilize for all situations are Link, Toon Link, Ness, Lucas, ROB, Snake, and Samus. Tricky/hard learning curve characters are Snake, King Dedede, Pokemon Trainer and diddy Kong.
I hope i helped you in your search of the MAIN.