Let me preface this by saying that, all throughout my MH experience, I've flip-flopped between GL and LC maining in each game I've played, though it was really a 55/45 ratio each time. Thus, I consider myself rather experienced in regard to both weapons.
So as a lancer, your role to your team is always going to be a constant stream of damage onto the monster. Your DPS is some of the lowest in the game and you have little to no options for burst damage, though your superb defensive options allow you to be in the monster's face all day every day.
To do this, you're going to need to pick a style of lancing. You can either pick guard lancing, in which you use counters to block every incoming attack from the monster and go right back to outputting damage, or evade lancing, in which you use the small number of invincibility frames you get on evades, of which you get three consecutively after every attack, to bob and weave in and out of the monster's every attack. In general, guard lancing will be much more easy and intuitive, though will require many more skills to be effective and will somewhat handicap your DPS, since you come out of a counter slower than you come out of an evade and you can evade at any point in a combo, but you can only counter on the first two stabs in a combo, and if the first stab was out of a counter, you can only counter on the second stab. Conversely, evade lancing is somewhat difficult to pull off consistently, though requires fewer skills, leaving room for more offensive skills, and maximizes your DPS in comparison to guard lancing. If you find evading through attacks particularly difficult, I recommend you watch Mazereon's video on the topic. It may be old, but it's a great source.
You're likely going to want to utilize both styles of lancing, meaning you'll want to create two separate armor sets, unless you want to combine both into one, which I definitely do not recommend. For LC skills you're going to need Sharpness +1, regardless of which style of lancing you use, and Guard +2 and Guard Up for guard lancing or Evade +1/2 for evade lancing (Note: I highly recommend you do not use Evade +3 under any circumstances. It's rather OP and the window is so long that it builds really bad habits. You can also feasibly evade lance without evasion skills, though I recommend at least carrying Evade +1 since there are a wide variety of attacks and roars that just last too long to get through with your two frames that you get without evasion skills. Additionally, there are some people who like using Evade Dist. Up on evade lancing sets since it gives the greater mobility and can aid in evading through a small number of specific attacks, though I personally don't like it since the distance I go can put me off of the monster, particularly when I'm aiming for a specific break, and if I needed extra evade distance to get out of an attack I don't feel confident in evading, I can just use a long backhop.) Beyond that, you're best off filling out the remainder of your skills you can get with offensive and/or utility skills, like Attack Up and Speed Sharpening.
LC isn't really a weapon where there is a definitively best one that invalidates all others, like Grongigas Hammer in 3U or the Molten Tigrex GS in 4U. You're going to want to get the best lance for each element and/or status, though status lances beyond paralysis and maybe blast aren't vital to have. You're typically going to want to look for lances with purple sharpness and the highest raw while still having a respectable amount of element. Kiranico.com is a great site for filtering through your various options for end-game lances, though I'll post my personal picks here for your convenience.
Fire: Immaculate Soul (Silver Rathalos)
Water: Caduceus (Tidal Najarala)
Ice: Daora's Regulus (Kushala Daora) I didn't pick Eldaora's Fang (Rusted Kushala Daora) simply because, even though there's a giant gap in raw, the puny amount of element and horrendous affinity turn me off.
Thunder: Demonray Rajang (Furious Rajang) Arguments could be made for the Naar Thunderlance (Kirin).
Dragon: True Fatalis Lance (Fatalis)
Poison: Garuga Incessance (Yian Garuga)
Paralysis: Asclepius (Najarala) A lot of people will argue for the Gobulaluku Aquir, though purple sharpness and over a hundred raw are worth 50 status for me.
Sleep: Aether Geghard (Gogmazios)
Blast: Lightbreak Lance (Raging Brachydios) / True Ruiner Lance (Crimson Fatalis) Really, REALLY close call, though since G-Rank Crim Fatty has yet to be released, you might as well make the Lightbreak Lance.
Lastly, a lot of people will say that LC isn't that fun since there's nothing really to it beyond poke poke poke. Though I can somewhat see their point, I'd beg to differ. I absolutely love the flexibility of defensive options that allows me to be up in the monster's grill 90% of the time. It is incredibly satisfying to me to deflect, dodge, or shrug off any damage the monster throws my way and just keep up my constant stream of pokes. I really hope you decide to pick up LC as a main, it's a great, fun weapon, and in my travels I've met literally two other lancers, and I've just made it to G1.
I hope this was helpful, and I wish you luck on your future hunts.
Edit: Paragraphs