In my personal experience, the DM/GM should absolutely start off with a premade campaign, provided if they're new. PC creation is much simpler in most system, and the use of pre-rolled PCs isn't too helpful imo. If you, as a DM, don't want to invest too heavily in someone else's work (a lot of people just don't care about a campaign like that, they feel like they have no stake in it), then a one-off is perfectly acceptable!
My reasoning is the same as when I tell people not to try to code their favorite game idea as their first project. Whenever you start something new, be it woodworking, gamedev, or, in this case, roleplaying, you are going to start off pretty shaky, and then most likely improve rapidly. When you start learning something complex, you're going to be overwhelmed, and it's in the interest of both your learning and your product to be overwhelmed figuring out a few things at once. Designing a dungeon, for example, is very tricky when you don't have a good idea what types of things the PCs will be able to do to combat the challenges in it! By running a premade campaign, you're giving yourself (or your players) a chance to learn the ropes of roleplaying, the rule system, and what have you without ruining the opening to what could end up being a long and fruitful endeavor between the bunch of you.
Note: What follows is a rather rambling personal account, YMMV
DM/GM/Whatever-Side
My own personal experiences DMing started with a custom game I designed myself (I was in middle school and didn't even know D&D was a standardized system, whoops!). Suffice it to say, it was terrible. My classes were imbalanced, my encounters were all complete train-wrecks, and my players had a tendency to die a LOT and get frustrated.
We found D&D, and right off the bat, we wanted to switch to it, start a new campaign in the new system, roll up new characters, etc. This went much better, but still ran into a whole mess of problems. It was very difficult to improvise for things I hadn't planned for (like my main villain getting one-shotted in the third session, hah!), my maps were a mess, my lore wasn't consistent, and it was all on top of things I was having a really difficult time keeping track of, like how THAC0 and grappling worked. I had one more "I'll make my own personal zombie game with all my best encounter ideas and cultists and blah blah blah!" moment where I homebrewed another terrible game, which my players and I fortunately LOVED, but agreed all in all it was poorly put together.
I eventually learned the 3.5 System with BESW, which was a much smoother transition, as the DM knew what he was doing even though the players did not. Granted, I had played AD&D 2nd, so I had an advantage, but my brother picked it up quite easily.
I later DMed a whole mess of campaigns (Paranoia, DitV, a few other weird RPGs), and all in all found my DMing style was improved if I first ran a module (even on my own!) and then made a short campaign of my own before transitioning to epic, sprawling features. Character creation is less of a big deal; you can always reroll on your own time without slowing people down once you have the hang of things, and an inadequate PC is a dead PC anyways.
Player-Side
In my experience, a one off both helps players figure out how the game works, and what it is they want to do. With a one-off or premade campaign, you don't have to get too invested in your character, because everyone looks at it as sort of a practice run. In between sessions, you can switch up characters, swap with another player (kudos to the guy at our table who thought this one up, made one helluva GURPS learning campaign!), or whatever, nobody's going to care. Then when the 'real' campaign rolls around, you have a pretty good idea how the system works, what kind of characters in that system interest you, and what types of characters would help your group. And because there is much less prep put into a premade campaign (particularly with rules heavy systems, the DM still wants about a day of prep, at least, but it's not nearly as long as the time it takes to set up a functional D&D/GURPS campaign, and in a pinch you -can- be ready to go in a couple hours), you can stop whenever your group feels comfortable or bored! It's a win-win, in my opinion, could not recommend it enough.