My college band director told me a great story once:
He taught a youngster to play the trumpet. At his first lesson, he told the kid all about how to hold the trumpet and how to play with the correct embouchure (that's the shape of your lips, for you non-wind players). The very first sound the kid made was a high C above the staff. Naturally, the director was amazed. The kid had some natural gift here! They went on like this for a while, and then the director told the kid that that note was a _really_ high note and was hard to play. Right after that, the kid couldn't play it anymore.
During my first year of study, my teacher told me thumb position was hard and I wasn't ready. But I, being the smart-ass I was (and still am), didn't listen to him and explored it myself. I think, in this special case, I got lucky that my attitude won. I watched other students struggle because they thought things were hard--and that made it hard for them! Go figure.
I think it's incredibly valuable to have familiarity, and subsequent non-fear, of the entire instrument from day one.
Take from that what you will...
-Trevor