In his great article "To Make a Short Story Long," Orson Scott Card likens the short story and the novel to Spanish and Portuguese, related but quite different languages. He learned Spanish first, then Portuguese, and Portuguese chased Spanish out of his head. Similarly, short stories didn't teach him to write novels; writing novels taught him to write novels, and once he became a novelist, he found it difficult to return to the short story.
This is true in my experience. Only writing a novel teaches you to write a novel. Only writing short stories teaches you to write short stories. I actually started out with the long form and had to retrain myself to write short stories after writing several partial and two complete novels.
I'd guess it's more common to start with shorts and then try novels, but I very much doubt I'm alone in doing it the other way around.
In any case, writing either shorts or novels will teach you the basics of fictional structure and style. Which you should go for depends on what you want out of the exercise and what you bring to it.
Do you have a lot of ideas that could be told in a handful of scenes? If so, you have the seeds for a crop of short stories.
Or do you tend to think on a bigger scale? Can you imagine a work of dozens of scenes? Can you see yourself as an architect, planning the structural framework of a sizeable house, then executing the plan? If so, you may have a novel or two wanting to come out, and the temperment to attempt them.
Are you a patient person, or do you need quick gratification? Novels are definitely not for the sprinter, at least not as his first efforts.
Do you want to try your hand at marketing as soon as possible? Shorts, then.
One big advantage that short stories have for the novice is that he can produce them quickly, then revise them quickly, over and over again, thus getting early practice in the all-important discipline of completing what is started and in the critical art of rewriting.
All in all, if you don't have to write a novel, start with the shorts and love them for themselves. Learning one language will make it easier to learn a second.