I have yet to play Blazblue, but as far as I understand, the system is quite different. There are similarities, so it should help some. Also, Guilty Gear is just an amazing game, so you should continue to play it too.
I wouldn't say any single character is easier to learn than others, but when it comes to winning, you'll find difficultly with the low tiers. I'm not saying it can't be done, far from it actually. Personally, I believe you should pick a character you really enjoy and have fun playing; otherwise, you will get bored and go nowhere. As far as combos go, just keep practicing and you'll get them down. Play around in training mode a lot, but make sure you try out new combos and tactics in an actual fight because it is way different.
Finally, welcome to Guilty Gear! I'm far from being the best or tournament level, but I'm getting there. It's definitely a blast; I hope you stick with it.