I always start on my military right away, even on conventional I'll design superior size 24 missiles for my ICBM bases, or even replace them with new size 12-16 launchers. I've yet to actually use any if these proto militaries offensively or defensively but it's nice to have something.
The most important reason to start right away is for the experience, especially if you're new to aurora, you will benefit from the knowledge learned on designing and using your early warships.
It beats waiting until magneto plasma technology then finding your warships are lemons that. Any do what you need from them, work the bugs out early, you'll find out what kind of speed and range is acceptable, learn the logistics, ammo, maintenance supply, fuel etc,