Dreams are a good place to start, and frankly some spirits and demons might interrupt your journey whether you feel like you're ready or not (in my personal experience) so learning about them should better prepare you just in case.
I truly believe that the magical path is a sort of "self-correcting" process, so even if you get into it for the "wrong" reasons...any goal that gets you going will prove to be worthwhile. (Or, not, it's completely okay to drop off practice if you don't feel like you're getting anywhere.)
But then again, I'm biased because I read alchemy, and Catherine MacCoun wrote about this topic, "The ultimate goal of an Alchemist 'should be' to know God...but wanting to get laid will do just fine. Any goal will do." Also, a lot of alchemical literature is a wee bit heterosexually-obsessed, so if you want, you can mail me and I'll try to get you my copy of Donald Tyson's Sexual Alchemy which is interesting (but unhygienic in practice. I only recommend it for the magic theory parts and the personal account of seeing spirits.)