Ressurs are great.
The end.
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Personally, I often end up soloing Seamus, when I play ressurs. Jumping carelessly around, blasting a big gun, seems to suit my playstyle. My second choice is usually Daw, as I don't mind choking the fun out of my opponent.
That said, you should focus on one keyword, as you learn the game. Try and get to know the ins and outs and the uses for all its models, before you move on to the next. There's no point in trying to guess at 'the one true keyword', you'll only become a good malifaux player from knowing your models, how they apply to schemes and strats, and then understanding the opponent. That's a real mouthful, so it's better to simplify things at first – playing one keyword for the first 5-20 games. I'd suggest going with the one that makes you want to paint the most.
Another good point is that focusing on that one keyword, will allow you the time to paint the rest. Nothing worse in Malifaux than grey models, and collecting a horde of grey usually ensures that it stays that way – some people are just more hoarder than hobbyist.
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When it comes to POWAAA!, you'll see that every ressur master has her/his fan base. McMourning has been the least favoured, at least before his title. The factions strength is resilience and mobility, two traits that win you games. This doesn't mean that McMourning is a bad choice to learn the game with - and the current environment caters more to his strengths than previous.