It’s best to think of the weapons like tools in a toolbox (cliche as that sounds). You can just a handful of weapons in overlapping roles at first but in time, as you experiment more, it comes easier to you what the situation calls for and which tool does which best. I was pretty much using the coin-pistol, shotgun and feedbacker most of the time in Act 1 before I got a good handle and branched out.
You can look up some combos from youtube to get a good idea on the bread and butter