Well the manga world works differently, before making One Piece Oda drew some one-shots and was an assistant to a few other mangaka =) It works like this for basically every other mangaka out there.
The problem with jumping on magnum opus is that even if you wrote the plot from the beginning to the end, but you have no experience in making comics, you'll grow fast and you will see how bad your previous pages are.
And you cannot let yourself be stuck in the loop of redrawing previous pages.
While making some short works you'll understand more about your style, you'll learn how to make panels, and yes, you will have some finished work, so you can always look at it and think "ah, I've done this one, I can do it". When you are jumping into long work, there's no finishing line on the horizon, you draw and draw and draw, and it can be really unmotivating and discouraging, especially when you don't have any public reaction.
We only did one one-shot before starting Hexameron, but even when we started Hexameron, it was a collection of short stories (that later became season 1). I think it's a pretty nice line Short story always means that you can pat your head, because you finished it, even if you didn't start the next one.