If you've never ridden a dirtbike it would be in your best interest to start on something a little more subdued, imho. A 250 mx'r can be a real handful if you've never had any experiance with anything like it. Like Bryce said, it's a whole different world from the street. Unless you plan on training to be an MX star, get yourself a nice trail machine with a dependable engine and a torquey powerband. You'll enjoy your learning experiance much more. Then, if you decide after some seat time that you'd like an explosive top end to play with, sell it and go that route, at least thats what I would do.
Btw, I've owned bikes from 125cc 4 strokes to 465cc 2 cycles in the dirt bike class, and everything in between.