Benny (from Fluent in Three Months) has quite an interesting post on the dilemma when starting to study Arabic — namely, should one begin with MSA or the colloquial language in the country you are going to?
But if you plan to make friends, buy things and haggle, travel, attempt to blend in and not get ripped off, watch a lot of TV such as comedy or soap operas, and even work in most jobs, then you’d be crazy to learn MSA first. Even the locals (a vast majority of them) do not speak it. They do indeed understand it, but you’d have to seriously and unrealistically restrict your interactions if you wanted a reply in MSA.
Let me say that again because it bears repeating: Most people in Arabic speaking countries do NOT speak Modern Standard Arabic. They ONLY speak dialect.