I don't know if there is a correct answer to this question. On the one hand, I honestly believe that building your first trainer from a kit would be the best way to go. It would give you thorough knowledge of how the plane is constructed as well as the confidence to repair it in the event of a mishap. On the other hand, I remember how bewildered I was just going through my Nexstar Select RTF and trying to figure everything out about it when it was new.

Piloting, modelling (construction, repair), and mechanics (maintenence, tuning) are three seperate disciplines and all three are required to stay in this hobby for any length of time. Starting with a kit will let you focus on your modelling skills first, starting with an ARF will emphasize your mechanical skills initially, and an RTF trainer lets you jump to piloting skills right away. The problem is that you need all three to be successful, and if you jump right to piloting skills, you'll be stuck again the first time you have to repair a ding in your wing's leading edge or your engine won't idle.

Rather than suggest that there is truly a "best" way to learn all of this, I'd simply advise you to dive in to the part of this hobby that interests you the most right off of the bat. Like all of the rest of us, you can then ask for help with the other aspects of RC flying that don't come as naturally to you. Having fellow club members to learn from and online resources like RC Universe are what makes this hobby available for folks who aren't natural modellers or mechanics.