I'd go for a solo play with three investigators; you'll have much more to think about, but also you'll face a wider spectrum of situation, and you have a decent chance of sealing some gates while practicing the basics.
I won't definitely play one investigator; too many things to do with only one character in play. The risk is, at the end of the game, you have a greater mess in your head than at the beginning.
But yeah, 4 or 5 can be tough indeed
I'd also recommend starting with Azathoth as the AO - less rules to worry about and a slower clock.
2 investigator game, don't worry too much about winning - just see how all the various rules work.
Fairly soon though I'd suggest moving to a 4 or 5 person game. All you need to be sure of is how the game rules work so you can make the calls needed as the game progresses for the new players. If you already know someone who plays - I wouldn't even bother with the solo games and just dive straight in with them.
Once you've got a few games under your belt in a variety of investigator numbers, AOs and investigators you can then start to think about how to beat the game consistently.
(and running ten investigator games either solo or with friends, which are a barrel of laughs but not for the unprepared)