I'd recommend that a beginner go with the iron. It's all too easy to overheat components with a hot air gun, unless you have one with excellent temperature control. Even then, you need to be aware of accidentally desoldering nearby components.
Even with practice I'm orders of magnitude slower than people with steady hands.
The main thing I like about electronics is it makes me feel at home in a world of technology that's kinda crazy alien at least half of the time. Being able to interact with it in a proactive way makes it something I can get a grip on, even if, when we're frank, my soldering is shit.