short answer is: no. you just end up losing money right away, as opposed to later. but sure, you'll learn a lesson or 2. but why lose money right away when you can learn so much from demo/paper trading? also, since trading is a mind game, you should observe you mind state when trading demo, the emotions you go through, if any. then later, when trading with real money, repeat the observation experiment. perhaps your mind states will be the same, perhaps completely different. again, you'll have learned something crucial.
eventually, when all is said and done, you have to learn how to handle the pain of losing, especially losing real money. and learn how to handle all the other emotions that usually arise when losing--anger, sadness, despair, rage, you name it. and eventually, you'll to learn to let go of these emotions so that you can trade like a machine and only focus on fine tuning your craft, finding your edge, and using it to make profits.
finally, do not be fooled should you one day be able to, for example, quadruple your real money account, and now feel on top of the world. immediately observe that feeling, do not trade while elated, and let it pass--do not trade when you fill like 'now, i got it. i'lll be rich.' take a break, re-assess. control your emotions. become like a machine again. then go back into the fray, and grab the profits knowing that whatever profits you make, you are just only as good as your last trade and every trade is a new one. basically cultivate the mind of a monk--a money monk, that is.
What do happen if we don't start with demo, just go directly to live trading? Sure we get lost, but can we learn faster than use demo account?