Ya know, I remember being really apprehensive, worried and unsure when we started out with the coach. And, I do think there is something to be said for traveling with another couple or even in a caravan to get your feet wet. There is someone to help work out the situation if you run into something you are either unsure of; or a problem pops up.
However, there can be some frustration scenarios, as well, with traveling with a caravan or large group. If you are new at parking the coach, you will have tons of people trying to help you ....that can be stressful. Or if you do have some problem, say the refrigerator doesn't work, you'll get tons of suggestions which may or may not fix the problem.
I'm not sure I can explain this adaquetly, but one of the things I felt when we went from a slide in truck camper to the big motorhome was that it was beyond my ability to handle. With the truck camper someone could help us just push it off the road if we had trouble. It would fit into the local car dealer/repair shop if something went wrong. Solving the problems seemed simplier, whereas the coach seemed "massive/unweilding" to me. If we had trouble, we had to locate a "cat engine" dealer or a "freightliner" dealer. If we had a flat tire, someone has to bring it out to our location. It just may be my personality, but stuffed like that loomed over me for a while. We've had the coach for close to 6 years now and most of that anxiety is gone; but every once in a while I yearn for the "simplier" days. However, after a few seconds of remembering how little that bathroom was in the truck camper, the yearning subsides.....
I think you should do what you feel comfortable doing. I've always thought a caravan would be fun. If you want to do a caravan, do it. You'll meet lots of great people; you can just relax and enjoy yourself. You won't have to worry about making campground reservations, making the right turns to get to your destination or even trying to decide what to see and do. You'll have help for the coach and all the support you need while making a lot of new friends doing it.
Marsha~