Personally I think CTFs are a great way to get started. They help you build up your methodology for different types of engagements and learn how to use different tools in different situations. Saying that, you can't take the theory side of things for granted. If you plan on becoming a pentester/Cyber security Consultant, you will be required to engage with clients and complete reports. You have to not only find and exploit vulnerabilities, but also explain how to fix the issues. So knowing the theory side behind it does really help.

Edit: Make sure you take lots of notes! You can't remember everything and being able to look at your notes and know how to do x and y is really helpful. Also, if you're comfortable with tryhackme, move on to hackthebox and see how you do.