An FP won't teach you anything about flying CP except how to drill it into the ground and destroy it when you get into trouble rather than hitting the throttle hold. It's a waste of time and money, especially if you have a simulator.

With patience you can start out with any CP heli on the market, all you have to do is drill everything on the sim until it's completely dialed before attempting it on the real thing. Training gear will help you get over the initial fear factor with learning to hover, but once you're past that point you'll be able to tell when you're ready to try something you've been practicing on the sim. The mcpx is the most commonly recommended first CP heli these days because the thing is ridiculously robust. As long as you remember to hit the throttle hold when you start to get into trouble you'll find that 90% of your crashes requiring nothing more than flipping the heli right side up and taking off again. Bump that up to 95% if you're flying outside over soft grass.

Now on the other hand, if you're not worried about flying CP helis then by all means start out with a CX or an FP or whatever makes you happy. Just know that if you're watching videos of 3D routines and all that thinking you'd like to someday, that learning curve doesn't even begin until you're flying a CP.