Personally, I would suggest you try to play all key modes. At least up to 7k, because after 4k, 7k has the most maps available.
If you care about PP/rank, playing 7k is also helpful, because you can get more PP for 7k than 4k on harder maps.
The other benefit is that if you get good at 7k, it will make playing lower key modes easier, but being good at 4k doesn't make any higher key modes any easier. Getting good at 4k and then deciding to try to play 7k after will make it seem way harder to learn.
And Sandy is right about playing mania specific maps instead of osu maps converted to mania. When osu converts standard maps to mania, the patterns it makes don't make any sense, and don't teach you the kind of patterns you will see in mania specific maps.
Another tip is to make sure that you turn off BPM scaled scroll speeds. If you go into options, find the option (in gameplay) called "Scale Osu!mania scroll speed with BPM" and make sure it's turned off (the circle is empty). You will need to adjust your scroll speed after you do this (F3 and F4 change your scroll speed), but after that, it won't change when you play songs with different BPMs. This should make it easier in the beginning.
