I did four extracts before moving to all grain. Did a good bit of research before my very first batch, which was a partial boil extract, with steeping grains, on my electric stove in the kitchen, then top off to 5 gallons with water. It actually turned out just fine and to this day I remember it fondly. In fact I just kegged the all-grain version of it yesterday for the first time. I sent a few bottles to a very experienced homebrewer, and he said they were good too. Not sure to what extent he was blowing smoke up my ass.
After that I got the 10 gallon kettle, cooler mashtun, and did a number of full volume boil all grain kits.
Then I started buying bulk ingredients, and that is where I am today, but still using the relatively basic hot side equipment.
I had a stuck sparge on my second all-grain, from stirring the mashtun WAY too hard at dough-in which I'm assuming lifted up the false bottom and allowed a bunch of grain under there. Had to lauter it one pitcher at a time through my hop spider. Added all the corn sugar I had on hand, still came up low on OG, but, even that batch made a drinkable beer that I put down no problem. That stuck sparge was just one of those things that I don't think could have been avoided without doing it. Reading about process was not enough to prevent that particular mistake. Had that been my first batch EVER, and I hand't yet proved to myself that I can make decent beer, it might have been a bit more discouraging.
So, CAN you start with all grain, yes of course. Especially if you have a buddy to actually show you the ropes live. BUT, in my case, I'm glad I did extracts first that let me focus solely on the most basic parts of the process of boiling, transferring, fermenting, and bottling, to get a few reps of that under my belt before focusing on all the stuff that is unique to mashing: Getting the crush right, temp right, lauter speed, not doing my ridiculous over-stirring, etc. I was able to really focus only on the mashing when I went AG, rather than learning every single thing from the ground up.