Start with the dinghy. I sail to have fun, and a dinghy is as much fun as sailing my 31 foot cruiser. The only reason I put up with all the expense and trouble of the bigger bat is that it extends my season here in Michigan, provides some extra comforts, and it has a bathroom. Otherwise, a dinghy is just fine.
So, assuming a dinghy is the better way to learn, which IMO it is, why not start with the dinghy. I certainly never heard anyone say they regretted doing it that way.