Each have different perks! Adults tend to be more flexible with thread opportunities and the like, but students are fun because of the environment, Quidditch, various school functions, et cetera.
And keep in mind that you can have more than one character once you have your first one sorted. Personally, I think it might be easier to start with a student and then look at making an adult character if you're looking to get used to the feel of the board and roleplaying on it.
