It's all a preference. I learned on plastic. Currently, most of my single point needles are plastic. I have one pair of aluminum, but I don't like them because of the clicking noise (drives me crazy) and one pair of bamboo, which I love.
My first foray into DPNs and circular needles was with bamboo. I like them and will use them, but if given a choice I will use Harmony wood needles or aluminum as the points are more pronounced. Bamboo doesn't let the stitches slide as easily for me as I knit on the tight side.
I've never used plastic DPNs or circulars.
I've been using aluminum DPNs for socks and recently invested in a set of Harmony wood needles to see if I would like them better. I love them and will be buying more in different sizes.
It can get expensive, so if you have a friend or family member that knits and uses a different kind of needle, ask to borrow them to try it out before you buy.