Agreed. Just start with one piece, maybe the main preamp. Start trying out different tubes to get an idea. Then move on to the phono preamp. Since you are just starting out here, you will probably go through a number of different tubes before you end up where you like.
One thing, yes, if you put two really lush tubes one after the other, the sound may become too lush/slow for your preferences (then again, you might like this). It really is a synergy thing between your source/preamp/amplifer and also interconnect cables (even power cables). Each element will influence the sound in some way.