How do Hong Kong people start learning Cantonese? Should I learn Cantonese or Mandarin??

I have a small group of colleagues from Hong Kong, while I said I would love to learn Cantonese so I can understand them and talk to them, they told me it is really difficult for non-Chinese speakers to start learning Cantonese because of the varieties of tones and pronunciations.

I started searching for free materials for Cantonese Beginner learners, and it doesn't feel tooooooooo hard when there is "jyut ping" , I asked this to my colleagues, and literally every of them said they never learned "jyut ping" from school, one of them said he knows it because it's his way to type in cantonese and he learned it after he got his first phone because he needed to learn texting...
Hong Kong people started learning from writing the Chinese word and pronunciation directly from the Chinese word, I know this is their mother tongue and they don't need English alphabets to learn it, but don't they (or you guys Hong Kong people) need to start from understanding how the word is formed or what makes a word pronounce that way?

While I am pretty frustrated about where to start, one recommended me to learn Mandarin instead as it may be easier to pronounce and formal...

Which language should I learn? I am really interest in Cantonese but it is very right that Mandarin would be more useful at work for formal writing..