If I use cannons, will they be less effective against shields?
Other games say that lasers are more effective against shields and cannons against hull. Is it the same in Elite:Dangerous?
Yes. Thermic weapons are the best against shields, kinetic and explosive weapons are the best against the hull. You can't just equip 4 cannons or 4 missile racks and expect things to go your way.
From the wiki Energy weapons are effective at stripping shields, but less effective at destroying hull armor.