Not necessarily. If you can find a good private world that is open to accepting n00bs, I'd recommend that route. Then, once you get in, accept that you shouldn't be making long-term decisions while you learn(trading prospects, signing 5 season deals with FA, etc). That way, you won't have to deal with your mistakes and you'll be in a good world with a team you like.
Public world owners will hate me for this but.....if you want to experiment while you learn, go to a public world and do your thing. Then, if/when you recognize you made some really bad decisions, you can take your experience elsewhere.