It depends on your personality. When I went on this learning journey I didn't like the odin project, because it had no videos, no interactivity and made me feel like I'm alone in all this, but most importantly I needed something, a stick, to keep me going, and in my case those were certificates.
They've been completely worthless in terms of getting a job, I did that with my knowledge and projects, but they served as capstones which gave me a sense of accomplishment without which I would have definitely not been where I am now. They kept me going, I still have a collection of them in a folder, and even printed some of the ones I'm more proud of, but yeah, my employer didn't ask me about them. Shame, haha.
Between those 2 choices, I prefer neither. I recommend at least 2 computer science classes/courses before getting into web development.
Once you've finished something like CS50, your web development journey will be a breeze.