Chuck has a good point, what ever gets you on the water the most is a great place to start.
If that is Lake Michigan, Lake Michigan is a great body of water to sail on, it is wide open with very few obstructions. This I consider a good thing for learning.
However, you have to be careful of a few things; It is very congested with heavy boat traffic around the major cities such as Chicago and Milwaukee. This also can be a good thing for learning because you are constantly on the look out for other pleasure boaters along with very large commercial craft and sight seeing boats.
The other thing as you know is it can get brutally rough in the right / wrong conditions AND it changes as fast as you can say reef. Again, this is both good and bad as the learning curve is quick as well. You will quickly learn that you don't want to be out on Lake Michigan when it is blowing 30 out of the North.
If you have access now to Lake Michigan, it is a fine place to sail, the season can be stretched to about 6 months. Other than a short season, it has a lot to offer.