Axton is fun and what most people choose when they first play as he's easier to identify with. Also... turrets
(and I can has 2!!! ?). He's the weakest character though but don't let that put you off as you can still go all the way with him, just hop on-line for a little help when it gets tough (and boy o boy it will
).
To go on-line simply make your game public in the menu settings. You can always change it back and make it invite only/friend only instead. When going online be prepared for your game to fill up (max = 4) with weird and wacky characters with strange abilities from all over the world sometimes wearing a mic to speed you through missions or help level you up. You may not even know what's going on half the time but before you know it, you'll be a million levels up, be showered with free weapons you've only dreamed about and have 50 new friends you never had before
Good luck vault hunter