Two important reasons to study hiragana at first, katakana is a lot easier to learn after you have mastered hiragana.
1) Pronunciation. If there is one thing we want to get right at the start of learning a new language it's pronunciation, otherwise there is a painful path of unlearning. Learning hiragana helps with this, romaji actually makes it harder. When we see latin letters, our brain has already learned to pronounce those letters in a certain way, despite our best effort to keep our language out of Japanese. For example take the word karate, many would read this as kuh-rah-tee, and would've just butchered the Japanese pronunciation. Japanese actually does us a favor by having a separate alphabet.
2) It's already been stated, but you'll end up doing a bit of relearning. Which means it'll take longer in the long run, to reach your language goals, than if you were to start with learning hiragana. The order you study and learn things, I believe, is important, particularly if it is a long term goal. (Although I haven't quite figured out the perfect order myself, I'm learning too)
I wish you the best in learning Japanese. Good luck.