I personally like starting from nothing, from a gameplay perspective. It's fun to have more control over how your character's combat abilities play out.
To be frank about the whole deal though, if you know anything about combat training, you'll know just how long it takes to learn basics like footwork and weapon handling. To that extent, our characters always start knowing how to fight fairly well, just without any of the special techniques associated with their class. Which is one of the reasons why I support "Class" Based RPGs over "Blank Slate" RPGs.. as your "Class" selection fills in the narrative gap of pre-existing training.
If that all makes sense.