Between Classical and Colloquial Arabic

To an uninitiated there nothing to fear by learning colloquial Arabic language first between learning Modern Standard Arabic language. However, this may be a degree of truth to this belief for a native Arabic speaker from Egypt or even Sudan. But for pure 'ajamy a non Arabic speaking the danger is in the detail. Pragmatically, it is easier to switch back to classical Arabic after engulfing oneself into the colloquial of Arabic language in speaking as well as in writing.
Hence, pedagogically speaking, it is better to learn classical Arabic first before delving anything colloquial. Perhaps the most salient point here is the inseparability of Modern Standard Arabic language from the Qur'an. If the Arabic language authenticity is compromised, such danger may be encroach upon the Qur'an in no time.
So, you may want to learn Modern Standard Arabic first, before any colloquial, if you must.