See also the pinned thread
As well as various other threads such as Course 1 or Level 1? - Welsh - SSi Forum , Course 1 or Level 1? - Welsh - SSi Forum , Level 1 (New) or Course 1? - Welsh - SSi Forum
When I started out, I had a look through threads such as those and decided to go with the route that @hectorgrey mentioned: do all the Levels first, then optionally go back and do the older Courses. (I’m still partway through my journey through Level 1 right now.)
One thing that’s worth bearing in mind when reading old posts about Levels vs Courses is that Levels have a lot more content now 
Level 1 and 2 are finished and work is progressing on Level 3 (Northern already has two challenges out), so you’re not likely to run out of material very soon, compared to two years ago when some of those threads were written.