Sure, if you never programmed a small device, by all means, start with an Arduino. But after you do light up that LED, please learn more. Go bare metal, learn about interrupts, state machines, entering sleep states -- without those things you'll stay forever in the toy world. In the real world, if you work with battery-powered devices, you never have the comfort of busy waiting for your UART/I2C transmission to finish, or calling analogRead() and getting immediate results (because ADC takes time and you want to do it asynchronously).
It's my pet peeve: I'm very happy that Arduino has been such a success, but I think too few people progress beyond that, and many believe this is how one programs embedded devices.
As for RPI, it's neither a production device, nor a learning tool for embedded programming. The complexity involved means there is no way a beginner can understand everything that's going on.