You have a choice when you start your own blog to use a free service such as wordpress or to host your blog on your own host with your own domain name. Everyone has their own opinion as to which is better. We choose to host our own.
For the first time blogger it is easy to sing up for a free service and although it may be easy in the beginning if you decide to move later it may cause you some problems. So think before you choose about the advantages and disadvantages.