It's personal preference once you are really skilled.
As new or worst you are, more beneficial is to play low DPI.
Even if you have cookiezi skills, 3000 DPI it's totally out of what is viable.
By the tons of tests i made, the max someone should play at, will be around 1400 DPI. Higher than that you lose speed. And even 1400 is not worth if you're not playing corner jumps 200 bpm DT or someshit like that what probably noone can play yet xD
I recommend you to start playing with 400-600 DPI. Raw imput on. Osu sensitivity 1.00x; windows sensitivity 6/11 disable/uncheck "enhance pointer precision" box.
Also depends on your game and screen resolution.
Low DPI make you move more your muscles, and that equal on more and better work out. So you build muscle memory a lot.
Play high DPI may be usefull to improve precision after down the dpi later, but the change isn't anything worth.
Even if you want to be the best higher DPI player for X reasson, even then you should start playing low DPI to improve faster.
In any case go over 800 dpi right now, makes no sense and you lose your time.
Don't skip 1* and 2* maps. They are great to build muscle memory. Slower the movements are eaquals into more muscle memory builded.