I'm an advocate of newbies NOT doing all-grain right off the bat, unless you have a mentor who can walk you through the entire process. Brewing is not rocket science, and is in many ways simple, but it's not simplistic.
There is a lot to figure out at the beginning. By doing an extract brew you eliminate the issues related to mashing (whether by mash tun or brew-in-a-bag). That way you can focus on the boil, hop additions, timing, then chilling and racking to the fermenter, then controlling fermentation temperature.
If you do an all-grain at the outset, you would want to concern yourself with mash temps, crush, PH, water (!), how to vorlauf and sparge if a traditional mash tun, and so on. And if the efficiency isn't what you expected, you're not going to get what the recipe intended.
I'm not saying it can't be done, I just believe that it's not the way to bet. Here's a couple caveats: first, if you're lucky, might work. Won any lotteries lately?
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Second, and I'd suggest you to try to do this regardless of all-grain or extract: do everything you can to find a local brewer who can either walk you through your first brew day, or may allow you to watch and participate in their own brew day. I did this prior to mine (I watched him do it, it was an extract brew), and it made a world of difference in my own first brew day.
If you do that, you'll find you drastically accelerate your learning. I have a local friend who I introduced to brewing. He just recently kegged his THIRD batch and took a growler to our local homebrew club meeting last night. Big hit. It's quite good, was done via all-grain, he needs to do it again. He likes it, others like it, I'm not an IPA guy, and *I* like it.
So how did he manage to do that on his third brew? Because I taught him. He watched me do one, we did one together, then he did one with me watching (mostly--I was also responsible for quality control of the previous batch

), then he did his own without me there.
He's come a long way very fast, but he had a mentor. Me. And I enjoyed that. He's kegging, he just built a keezer, he's making good beer using All-grain methods. But there's no way he would be where he is without the mentoring (and his willingness to learn!). His has got to be one of the fastest learning curves ever, that he's brewing all-grain, kegging (!), building a keezer, doing fermentation control.....
You may be able to substitute for a local mentor by Youtube videos, and help here at HBT. But it likely won't be as smooth.
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It is said by many, and I think they're right, that one of the biggest leaps forward a new brewer can make is controlling the temperature of the fermenting wort/beer. You need a way to keep it at coolish temps. Too warm, and you'll get off-flavors (exception: beers intended to be fermented warm).
So as you do this brewing thing, also research and be prepared to implement some sort of fermentation temp control. Something as simple as a swamp cooler (big aluminum turkey pan, old t-shirt, water) can work remarkably well, and it's cheap.
For the new brewer, IMO, the three biggest things they can focus on to make good beer are
sanitation, water, fermentation temperature control. If those three things are taken care of, it will be difficult to NOT make good beer.
Good luck! And, post how it all goes.