This is more or less the advice I've always heard! Work in CMYK, and then convert a file to RGB in order to post it online. This is what I do!
The only real disadvantages are that (1) there are some colours that simply don't print, which won't be available to you in CMYK. Some scenes could look nicer on the screen with a pop of neon colour that you don't have in your toolbox... though that's a fairly tiny issue, and (2) CMYK files are bigger. There are also other options now -- photoshop, for example, has a way to work in RGB but check how your work is looking in CMYK, and it alerts you when you're about to use an unprintable colour so you can just, not use that colour, which means it's now possible to work in RGB and then convert your print file into CMYK without losing anything.
So TL;DR, starting in CMYK is a good idea, but it's not as big a deal as it used to be! (I'm not an expert, though, so anyone who is, feel free to correct me!)