I've heard so many knitters say, once they are somewhat experienced, that they prefer to work with small needles and small gauge. I know I do. It's an aquired skill though. It is good to start with larger needles, precisely for the reason you said. You can see your progress and how your stitches look, after just a few rows. You have to persevere a bit longer on small needles and thin yarn before you see much progress.
Whatever helps YOU learn is what you should do! My first major project was on size 10.5 with a chunky yarn. It went very fast which is what I needed at the time.