There is no law, there are guidelines. they recommended me to Tandem first, I didn't, straight to the program. First time out the plane, I was out face facing the sky, which is the wrong way. However, you have two coaches with you at all times, you will be safe.
The key to remember here is that it's guidelines, not law, so you can pretty much dictate how you want to do it.
I recommend just go solo, you will get more experience as you go. I'm just about ready for my wing suit lessons. I got ~250 jumps so far. Stopped documenting after 100. Excited.