I found, if you want to get into the competitive scene, you need to pick a character and only play that one. Because when you play a lot, the skill gets distributed among them, but if you play one, you will begin to understand things better, and you can transfer later for other mains.
That's completely subjective and depends on the person's own adaptability.
Personally I haven't really lost my touch with Rosalina too much even on those times I don't really play as her. Same goes for most other characters. Lately I've been trying to learn more characters like Bowser and Little Mac, and I intend to brush up my Sonic and Yoshi soon, but Rosalina hasn't really suffered from this, and remains my best/my go to character.
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To answer the OPs question:
-Lucina is the easiest to pick up and is a great beginner character, but if you plan to get really serious, she isn't that great competitively and even if you do like her for more serious play, you'll be better off moving to Marth at that point, since Lucina is literally just supposed to be "Baby's First Marth".
-ZSS is a great character and is considered high tier, and can do pretty well competitively. I personally think she is fairly easy to use too.
-Rosalina has one of the highest skill floors in the game, if not the highest, so she's hard to get into especially if her playstyle does not naturally fit for you when you first try her. But she's generally agreed to be one of the best characters in the game. Personally I think she is outright the best in terms of raw potential. I find she doesn't get boring fast either because one of her greatest strengths is that she embodies creativity, and you are encouraged to come up with your own set ups for Luma and what not.
If you don't care that much about competitive play, then Lucina could be sustainable as a main if you find the other two too awkward to use. If you do care about competitive play, use Lucina for a while to train up your fundamentals, but you may want to consider moving on to someone else after that, and then relegating Lucina (or Marth, since he's better) to a pocket character.
Also if you like Lucina a lot, then other characters to consider are Marth, Mario, Kirby, Yoshi, Pit/Dark Pit, and Lucario. (All characters that are easy to pick up - and Marth is simply a more advanced Lucina)
If you like ZSS a lot, other characters to consider might be Sheik, Fox, and Sonic. (All fast, rushdown characters with potential for mind games)
If you like Rosalina a lot, other characters to consider might be Pac-Man, Mega Man, Olimar, Villager, Ness, and Duck Hunt Duo (all characters that have a unique, tricky feeling to them. They're not the easiest to pick up but they are solid and have some similarities to Rosalina in terms of some fundamentals).