EOD,
To answer your question, there is nothing wrong with taking a nitrox course right away. You only need to be an Open Water Diver to take the course. As a new diver though, if you decide to take it, I'd recommend that you study beyond the course curriculum what is going on in your body when you breath nitrox. The course will teach you the basics, but make sure that you understand why you're spending the money for the course.
Personally, I would recommend that you get a few more dives under your belt before you move on to Nitrox. I don't agree that you'll rarely ever dive air after you take your course. Nitrox fills are expensive, and for most dives, you don't need the bottom time. I only really use it when I'm driving quite a distance for a day of diving.