It depends. If you want to make your original music with UTAU, and don"t know Japanese, start with English. However, if you want to start with covers I suggest starting with Japanese. I think you should go this way:
Start with CV Japanese, once your comfortable with that, go to CVVC Japanese. CVVC has endings like n t, a sh, and can help you make engrish aka. English with a heavy japanese accent. Bzt CVVC is a good way to start learning how the other UTAU languages work. Once your familiar with CVVC, go for English, VCCV and/or Arpasing. Both have pros and cons. Only do VCV if you really want it, since its only useful for japanese, while CVVC can produce ok-sounding english, e.g. Namine Ritsu's CVVC bank includes some extra phonetics for English like r, th etc, but other than that has understandable english, even tho it is basically a CVVC Japanese bank.