I started with extract (with specialty grain) brewing. Since I'm a bit of a nut (ask anyone) I had to tweak the recipes early on (from the first in fact) and then start making my own (from the third batch). Batch #4 was a BIAB partial mash (more like all grain with a couple of #'s of DME
), to see how it would be different. That sealed it for me, I went all grain. Did some BIAB before making a couple of cooler mash tuns before going to the keg mash tun I use now.
Process to make the beer aside (you can make either great, or nasty beer with either, it depends on YOU), I brew all grain more for recipe control and final product results. With all grain I KNOW what malts/grains are in my brew. With extract, you're never 100% certain of the content of the DME/LME. I also crush the grain on brew day, typically less than two hours before I start mashing.
Depending on your comfort level, and how fast you pick things up, I would ensure you got the base processes down for brewing first. I'm not talking so much about the boil, since that's pretty basic, more along the line of proper sanitation, wort cooling, wort aeration/oxygenation, pitching proper amounts of yeast, doing what you can to control fermenation temperature (of the wort, ambient isn't what we're talking about) and such. Then start generating your own recipes. Once you're comfortable making your own recipes decide if you want to go all grain, or even partial mash. You can try BIAB first, to see how you like the process and then decide if you want to go with an actual mash tun. With most of my brews, using BIAB would mean trying to lift/hold a bag containing 15-25# of grain, while it drains. Not something my back would be too happy about. With a mash tun, you don't lift the grain to drain, you drain the grain.
If there are any brewing events in your area, or within reasonable travel distance, try attending a couple. Pick the brains of the brewers that are using either different methods, or different hardware to find out why they use what they do. A lot of us have changed hardware early on, as well as continue to alter/evolve what we use. Personally, I'm often looking at what I can improve to either streamline the brew day/process or get a better end product. I don't care if it's going to save me a little time, if it doesn't either make for better beer at the end (even only slightly) then I'm not making the change. Just trying to shave a few minutes off a brew day isn't enough for me.