When learning the Heavensward content...

[Seryl199]

Learn it on whatever role you are comfortable in. You don't want to be fighting against a class you don't know well and new content simultaneously. If you've got your NIN basics down, don't be afraid of DPS checks. The only way you will learn to clear them is to play as NIN and experiment with your abilities until you have enough output to overcome them. If you want to play PLD solely because you are worried about DPS checks, I'd say reconsider. The only way you will get better is to experience it. If you want to learn content on PLD because you enjoy it, then by all means go for it.

Learning battles on PLD will allow you to experience how the battles will play out, but you'll learn everything from a tank perspective. You'll be busy managing CD's and enmity, positioning mobs and responding to enemy AoE's and abilities. Nothing will prepare you better than actually getting in there as a NIN and applying your toolkit firsthand. The bottom line is, play what's fun for you. Chances are, while juggling new mechanics, new job abilities, and your rotation/CD's, you'll mess up, regardless of what role you choose. Don't burden yourself with too much responsibility, you'll get better and better as you continue to practice your job, and you can learn most dungeon encounters thoroughly after running through them a handful of times.