I started with a couple monsters that were fairly low CR (3 and 5) and I found that a good way to ease into the creation process. Other people have taken the opposite route and jumped in with something formiddable and that's worked for them.
Large or small class, though, I would definitely advise starting with something that has a reasonable number of abilities of its own. Monster classes where you have to take something that's basically just a pile of numbers and turn it into an interesting and balanced level progression are considerably harder, esp at first, than ones with enough abilities that you're more filling in gaps than inventing things from the ground up.