[Lunaryn]

Ninja use the "Katana" weapon. While they have the ability to use a few other things, it's really not worthwhile to do so except for rare cases (e.g. things like Charm/Miracle Wand, and then only long enough to activate the enchantment; some possible argument for Platoon Dagger in crab BCNM20 but I've come to prefer Suzume instead). Moreover, no other job can use "Katana" at all. Therefore you don't have any chance of skilling up your NIN weapon ahead of getting NIN.

OTOH, if you mean before you start *subbing* NIN, your choices are Hand-to-hand (THF/MNK only) or Sword. Of the two, Sword is generally recommended. Sneak Attack + Fast Blade will serve you quite well from 15-33. Once you reach 33, you can get your Dagger skill high enough for Viper Bite, which when paired with SA is quite effective and eliminates the need to use a D weapon.

How you get Dagger skill to 100 is another matter. You can practice taking mobs solo (careful, THF isn't the most soloable job) or in a small group while wielding a dagger at various levels to keep your skill up, or just try to work your skill up all at once. One favored method is to sub NIN as soon as you hit 20, and put a dagger in your sub slot, so that you can still use Fast Blade, but skill Dagger with offhand hits. Obviously, if THF is your first job to 30, this won't work for you (though a combination may, using easily-killed mobs at 30 to get it high enough to skill the rest offhand on 30-33). Personally, I switched to dagger on occasion when parties didn't mind, and got a friend to help me skill Dagger the rest of the way when I hit 33.

Once you've learned Viper Bite, you'll rarely ever want to use Sword or H2H for anything (you might consider it if you're fighting piercing-strong mobs like skeletons in sub levels).