I started out with pyro, and then my skills with pyro i guess just branched off into the other classes. It really doesnt matter with what you start with, just pick the class you find most interesting then work with it.
I started playing with sniper and completely sucked. After practicing against Kaela I got better and now I consider myself a decent sniper.
I also play pyro a lot. Even when I die it brings me joy to know that I either stopped them from attacking our base or slowed them down enough for my team to finish him off or even making them waste their uber that they've been charging.
Pyro is where most people start. Or, sniper. It'll make you practice good aim. Scout will teach to retreat and survive and whatnot, which needs to be learned; a lot of people just run in there and try to rack up as many kills as they can; that's not how the game should be played. It requires teamwork. Don't start with Spy, unless you're feeling confident.
Well it doesn't really PYRO matter what class you use PYRO! Just use one you PYRO feel comfortable with. It's PYRO really just a personal preference. PYRO!!