My first minis were Space Marines and plenty of them. On the order of thirty minis for three troops choices. All my friends told me to assemble them first, then paint them. But something in my type-A personality refused to accept that.
So I have always cleaned and filed bits, base-coated in either black or white, and painted each individual piece before assembling. I will, however, leave the areas to be glued unpainted - it can make a mess when you apply modeling glue to acrylic paint.
My advice is, regardless of whether you assemble first or paint first, arrange the pieces so that you can envision it as a finished model; plan out your colour scheme, if it's darker you want to base in black, bright colours get based in white; apply your colours carefully and take the time to tidy up mistakes; and last, I would advise you drybrush your highlights. This is all really good strong basics from which you can easily explore more techniques and improve your minis painting. My first minis look decent but not awesome. After a few dozen minis, my models look much cleaner and nicer. I imagine your own progression will be much the same.