+1 on Experiment. First thing I did was to pick a particular beer that I really liked. Then I found a recipe to begin with. After that, I did a little tweak on each batch that I brewed, but only changing one thing at a time...a touch more of this grain, a touch less of that grain, until I found the balance that I liked, but never changed more than one thing at a time. That way, I learned more about what each type of grain did to affect the flavor, color, and body of the brew. Then, I started playing with the mash temps...then the hops. Bottom line, start with something you already know you like, and little by little, you can figure out all the different variables that can influence the end result. The key is, don't overwhelm yourself with trying a multitude of styles while you're still learning the brewing art. Pick one to begin, and once you've gotten it to be perfect - for YOU - and repeatable - then move on to the next one. Remember why you brew...you brew to make beer that YOU like, first and foremost.
That's just my opinion, but I can't think of too many arguments against it.....