I've played on both at different times. Currently I'm on Arena doing the F2P thing. But the reason I'm not on MTGO is primarily because of tech issues on my end, not any objections to the platform.
I'll agree with everything that's been said so far in this thread. I'd also add that Arena is a more user-friendly experience overall. It has nicer graphics, fewer bugged cards, and it handles a lot of the fiddly decisions for you automatically, like the way it chooses which lands to tap. Veteran or high-level players may chafe at the lack of control or the shallower card pool, but it sounds like that's not where you are in your Magic career right now.
But one of the big drawbacks to Arena is that it doesn't support having more than two players in a game. If Commander is your format of choice then that might be a reason to explore MTGO.
Whichever you choose, having software that enforces the rules automatically is a great way to learn Magic and develop good play habits.