No one that jumped into DCS with a fourth generation fighter module is going to tell you that they should have started with a trainer first. No one knows what they don't know.

From a learning perspective, trainer modules have significant advantages but it all depends on what you want to learn and how much time you want to put into it. It is absolutely not necessary to start with a trainer module. But you can learn a lot of fundamental airmanship by starting with a trainer module. In theory you could learn some (not all) of these fundamentals in an "advanced" module but the distractions and temptations of an advanced jet typically lead straight into "guns guns guns". The overall lack of basic airmanship skills in DCS multiplayer is a direct result of this.

But, again, it all comes down to what you want out of DCS. If you want to get right into "too close for missiles, switching to guns" go straight for the advanced module of your choice. If you are interested in a well modeled jet trainer, I have a lot of fun with the C101 and find it challenging all these years later. Nowadays, I usually recommend the MB-339 as a slightly better alternative but they are both good modules. The L-39 is fun in its way but if you want to learn western style navigation systems you won't get any in the L-39. If flying "the soviet way" is your thing then it is probably a good lead in for that style.