well, if this is your first game, I would attempt to make a very small-scale FPS. It seems to be the easiest to build and code. So, technically, I guess you could dive right into your doom project. However, I personally would get a feel for the engine before starting any serious projects. If you are not extreamly dedicated to making your doom project as good as you can possibly make it, then let that be your learning project.

Good luck,
Raddaddy