Do not learn any dialect, you will be very confused and not understand other dialects (There are tens and tens of them)
Whether people feel it is natural or not, Fu'sha (MSA) is the way to go. It is not only for formal purposes or some archaic language, it is even used in cartoons and suits many genres (comedy, formal, action, casual etc.)
All Arabs in general understand MSA, so if you learn it, you will be able to converse well.
It's un natural to speak Fus'ha in our daily lives in all Arab countries
Our songs ,series , daily conversations even our writing on social media like Facebook and Twitter we use dialects
Only If you want to say something is originally in Fus'ha you say it in Fus'ha
You can learn both ,but If you can't choose only one or you can start with one of them then learn the another
Good luck!
If you need any help In Arabic please feel free to ask!
I would prefer dialect. Egyptian I would say.
Why? It is easiest arabic dialect. It does not even have the dual forms


