LogFAQs > #884582542

Not that much from what I remember. There are only two characters so far that express their feelings on wearing monster skin. Fradio from the first series, and one of the D4 from Ten'i Muhou no D.

Others just mostly complain about the design not fitting their taste (Male Kirin), heat circulation being bad (Rathalos), having too many spikes (Kut-Ku), stuff like that. In general, the "better" the armor, the less comfortable it is to wear.
In particular, one character hated the Rathalos Soul U armor because it strains his muscles too much (likely in reference to the -10 Health skill points it gives), but he had to bear with it because it's the best armor he had at the time.