It depends on how expanded your competitive knowledge is and how you see Pokemon. If you still regard legendary Pokemon to be OP af in every tier, then I wouldn't recommend doing Ubers, mainly because being labelled a legendary Pokemon doesn't affect how good you function in battle, just that most tend to function very well.
Generally OU is more recommended due to it being a very great beginning point in competitive battle, if not the best. If you can master OU, and by mastering I don't just mean being able to beat a few people you know, but actually understanding how the metagame functions, you will usually have a rather easy time dealing with other tiers, mainly because actually understanding the tier leads to great general development in predicting skills and other cognitive requirements.
The following may sound a bit odd, but it isn't that easy to equalize OU with Ubers as they are very different tiers. One thing that puts of many people is the fact that many of their favourite Pokemon simply do not work in Ubers, leading them to put the blame on its residents, which mainly consist of the most potent legendary Pokemon and megas. Pokemon from lower tiers can work in Ubers, but before you can do that you will usually need a lot of experience in the tier. Many people get the impression that Ubers is OU with the possibility to use legendary Pokemon, but with that mindset, you will get the wrong vision on the tier. You should do the reverse, Ubers is Ubers with the possibility to use Pokemon from the tiers below, just like how OU is OU with the most consistently successful teams using Pokemon that have made their home in that certain tier. Due to the Ubers metagame working on a very magnified scale when put into comparison with OU, the cognitive requirements are also greatly magnified, making knowledge on every possible thing every viable Pokemon in the Ubers metagame can do of great importance and utility.
With this being said, it comes down on you analysing your own abilities in competitive battling. Starting with Ubers for a team is definitely not a bad move and mastering it doesn't take long, but truly understanding it can take longer, depending on every individual of course.
If you like a challenge and are aware that your competitive skills still need a good amount of polishing, which isn't a bad thing, Ubers would be very interesting to try out. But when building a team for any tier you are conscious about having limited knowledge on, it is most commendable to seek the advise of users who specialise in the tier. Without the intent to smogonify anyone or w/e people call it, the tier rooms on main are a great source.
But generally, between the 2, putting my view on a more general scale, OU is the most commendable tier of the 2 to build a team for.
I obviously do not know your competitive abilities so making the choice for you could lead in me overestimating or devaluing someone I do not know, but like I have and everyone else in the comment section has said quite a few times, building a competitive team for OU is the most recommended option.
