Tough one. But here's my take on it.
Freerolls aren't supposed to be your bread-and-butter, its supposed to give you an idea of the elements involved in a tournament (stages, equities, game-plan, etc). You're not in it to make a crushing bankroll, one win here-and-there and you should be more than happy.
Now getting to more details of MTTs, you're right in saying that you should favor small field tournaments than big fields. To get to the maths, if the number of players in the tournament are 2000, then your chances of winning the 1st place is 1/2000 or 0.05%. So you can calculate you chance of winning a place by that simple formula: (Place/No. of entrants). Now, not every player in the field has the same kind of experience or same level of game, that is why some people multiply "Edge" to the chance of winning. But that's a very different topic altogether.
Anyways coming back to the point, should you start by playing Freerolls or should you start playing micro-stakes MTTs? Its simply a choice, if you can take the risk of Bankrolling yourself for micro-stakes, then sure, go for it. That said, the skill level of player doesn't change that much from a freeroll to a micro, you'll see the same kind of play. Should you directly invest into playing medium buy-ins? Sure, if you've the appetite for it (skill level of opponents will be very different from a micro though). The skill level keeps increasing as you go up the ladders, players in general are better equipped and have a better knowledge of the game. So to conclude, its your risk-appetite that should determine what stake you want to start playing. Just remember, don't whine when you loose ("he just got lucky", "site is rigged", etc etc ~ You know the drill). Learn, that's the only way to becoming a better MTT player.
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