That issue of character creation is a common criticism. My own view is that it isn't warranted, but it does require a different approach to PC/NPC creation from many RPGs. I've been creating a lot of characters for my Middle Earth.LotR adaptation, and have created characters for my other games too. It needs you to have a good sense of who the character is and what they can do, and of how to translate that into the system's mechanical terms. Those mechanics are less elaborate than a system like D&D, but do have an intricacy and subtlety that is greater than (say) Classic Traveller or Prince Valiant or even (I would say) classic RuneQuest. It is helped by having good range of published "datafiles" to look through and borrow from.
Another challenge with the system results from its presentation: purely for publication/sales reasons MHRP is framed in its presentation around published "events", although in actual play it is well-suited to free-flowing, open-ended though scene-based play. To facilitate this sort of play (and perhaps manifesting some of my own obsessive/completist tendencies) I worked through my books/PDFs and have generated generic charts of Doom Pool costs for introducing new elements into action scenes, and of XP costs for fiction-based "unlockables" (like making friends with a faction leader or having someone gift you an item that enhances your powers).
Like all systems it also benefits from getting a bit of GMing experience under one's belt. Learning how to use the Doom Pool, and learning how to use some of the mechanical aspects of scene-framing in the system to harness the mechanics in order to drive the fiction benefits from practice (and, again, also from familiarity with some of the published examples.).