Ask yourself these questions:
How do you feel about gagging? If watching your baby gag (which is normal, protective, and different from choking) would cause significant anxiety, starting with purees and working up to finger foods might be gentler on your nerves. If you can handle the gagging with some deep breaths, BLW might feel natural. Either way, take an infant CPR course — it helps with confidence regardless of method.
What does your daycare do? If baby is in childcare, ask about their feeding approach. Many daycares are more comfortable with purees. If your caregiver isn't trained in BLW food preparation and safety, sending purees may be the right call.
How much mess can you handle? This sounds trivial, but it's not. BLW is genuinely messy, every single meal, for months. If that would make mealtimes stressful for you, purees are a perfectly valid choice.
What does your baby prefer? Some babies grab food and refuse the spoon. Some open wide for the spoon and ignore finger foods. Some want both. Once you start, your baby will show you what they prefer. Follow their lead.