I would say it depends on how soon you are getting WA. There is certainly no harm in starting now while you are all excited to get going with it.
There are 3 disadvantages I can think of if you start before you get WA. Only you can decide if any of these are so important to you that you think it would be better to wait.
1. You won't have photographs in your immortal museum - but they are optional anyway so it's not a big deal. I had a photographer in my first immortal dynasty but never remembered to take pictures.

2. You won't have martial arts, nectar making, and photography available as supermax skills or the associated LTWs. Photography isn't a big deal because it strikes me as a difficult skill to supermax, but MA is super easy and nectar making isn't bad either.
3. You won't be able to travel. Again, not a big deal. The biggest advantage of travel is that your sims don't age while you are abroad, so it can be helpful to earn a level 3 visa and buy a vacation house so you can send your soon-to-be immortals there to supermax their chosen skills. It's not difficult to supermax your skills without traveling, though.
Lots of good luck whenever you decide to start your dynasty!