I don't shoot steel. My range doesn't have them. But a few times a year I like to take the .22 rifle and try to shoot tight groups on paper. It reminds me of all the fun times as a teenager stalking "tree rats" in the woods.
I like to sit on my patio with a pellet pistol and shoot at an old iron frying pan I hung up 60 feet away. Love the sound!Paper teaches you how bad you are. Steel gives you immediate feedback and satisfaction.
For fun, shoot steel. For serious study and learning, shoot paper.
Once you get the shots on paper going well, the steel is even more fun.