I opted to start learning with CPLD's rather than FPGA's, and for me, CPLD's are far easier. The reason is highly specific, though, so I wouldn't recommend to everybody that CPLD's are easier to start learning on.
Yeah, CPLD's are a lot smaller, but everything I'm learning to code right now is pretty simple, and will fit easily within a CPLD.
The reason CPLD's were easier for me is because I didn't start with a dev board. I started with literally a bare chip I bought from Mouser. I had to solder it to an adapter board. Then I had to figure out where all the programming pins were, and I had to figure out the proper pull-up/down resistors to put on them so it would respond correctly to being programmed. Then I had to find and purchase a suitable programmer device. Then I had to learn a hardware description language from scratch, since I didn't know one yet. (I went with VHDL.)
I was more concerned with knowing how I would embed these things into a final product from the beginning, rather than just learning how to program them. I eventually got up and running and I've successfully programmed a few CPLD's and tested them, but all of this would've been next to impossible for a newbie like me had I started directly with FPGA's, since they take a whole lot more to get up and running without a dev kit.
Like I said, I wouldn't recommend this method to everybody. I took the insane approach.