If your objective is to improve your general sailing skills, I would agree that the sailing dinghy is the better approach.
I used to windsurf a lot -- back in the '70s and early '80s. It is definitely a blast.
But they are not as much fun in light air, so you will tend to only go out when there is a good breeze blowing. What then ends up happening, is that you go so fast on these planing boards that the apparent wind is almost always far forward.
So you do not get the same practice as you would in a dinghy where you have to learn to manage the boat on all points of sail, and in varying wind strengths. In other words, the dinghy sailing experience is much more similar to larger displacement hull sailboats. Plus, you can take a friend and a picnic along.
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Pacific Seacraft Crealock 31 #62
NEVER CALLS CRUISINGDAD BACK....CAN"T TAKE THE ACCENT