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I usually just used Wu 2X, so the stage just below stage 2. Its just like it, because its quick to do. :P Think it takes about 3-4 minutes to finish that stage and grab all 4 weapons from there.
Also should try to use your charge attack as much as possible as that would activate the elements on your weapon e.g. flash and slay.
For character selection, i agree that the dynasty is more easier to start with than the samurai because they do have more charge variety. I would recommend to use Zhou Yu, since his C4 is just godly imo. But if you are more comfortable with other character, thats fine too.
and if you are still struggling just save up for a tenbu (Heavenly dance?) and you shouldnt have a problem after that ^^