I'm new too! I have shot both USPSA and steel challenge in the 4 weeks since I started. I'd start wtih steel challenge if it's available for all the reasons Nimitz described. I've shot both and enjoy both. No matter what you decide my best advice would be to tell everyone you're new to the sport! I did, and all the RO's gave me clear and precice commands at a pace that was easy to follow, answered any questions I had, and made it a really enjoyable first experience. I spent the better part of a day plinking steel and loving every minute!
It can be a bit intimidating seeing all the really fast shooters and all the fancy gear. Don't let that discourage you. Everyone there was a beginner once! I shot my first steel challenge with my Glock 19/holster and 3 magazines/pouches on a leather belt. I'll be upgrading my gear as I shoot more and decide what my preferences will be. My biggest priorities are safety, and how I'm going to afford it now that I found out how much fun it is because I want to shoot every chance I get!!!