Only do so if you like twiddling your thumbs for the first 100 years.
I would highly recommend starting as the Duke of Apulia.
1. Large landed dynasty to buffer any player mistakes
2. Most of Sicily
3. Kingdom of Sicily formable after utilizing fairly easy holy war mechanic on the Duchy of Sicily. Made even easier because the enemies in Sicily are all fragmented. Learn Holy War mechanics here.
4. De jure claims as King of Sicily can rapidly be pressed on each individual count to completely control the Kingdom. Well within 5 years, even. Learn de jure claims here.
5. One of the richest duchies on the map, Sicily. EZ mode and a good buffer to bad decisions.
6. HRE may have fragmented their Italian holdings or kept them. Either way they have little interest in Sicily. Powerbase secure from the North. Eastern Roman Empire has de jure claims on your land but once they lose Anatolia (they usually do) they are too weak to win. Also they'll be more pre-occupied with the Seljuks. East secure. Ie. Nobody is really in position to invade you in 1066 start.
7. Croatia, Serbia, Africa, and potentially fragmented Italy are weak and ripe for expansion. Play and learn how claims work here.
8. Alternatively swear fealty to HRE or ERE and eat them from the inside. Moderately challenging since you will never be voted emporer due to culture differences. But it's a King vs Dukes, so w/e. Learn to play as a vassal here.
9. Your only real issues is the difficulty in becoming and emperor without clashing with an already existing one. De jure part of Byzantines, HRE holds most of Italia, and Arabian Empire is extremely impractical to create (Fatamids/Seljuks will murder you.)
10. Also your older brother's nephew sitting in Taranto has a strong claim and usually rolls the ambitious trait. Irritating lad. You can practice vassal management or outright murder here.
TL

R. On top of learning most of christian mechanics you have a rich and usually very secure location. A rather large landed dynasty to fall back on. Great practice to understand claims ranging from Holy War, De Jure, Inheritance, and inviting strong/weak claimants (Croatia, Serbia, or Italy.) Great places to expand and as action packed as you want it to be.
Only drawback is the relative difficulty in becoming an emperor and that lad in Taranto. Otherwise a great beginner start.