You should in theory practice with all your clubs or at least a good selection. Tour players always start by hitting a few wedges and then work their way up through the set in gaps i.e wedge, 8, 6, 4, hybrid, 3 wood and then driver. If you are just beginning Golf, a good club to start with is a 7 iron, it is easy to hit so is generally a great confidence builder.
A good thing to do if you are trying to improve your game is go to the range and only hit clubs you struggle with, then you are forced to hit them and you can usually spot your flaws and build confidence. Most people think hours of pounding a driver all of the place is great fun, but 30 minutes hitting wedge shots is more rewarding.
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