I think there is an extra, really big challenge learning to fish steelhead on the fly if you have never gear fished them. With gear fishing you learn fairly quickly which parts of the river hold fish and which parts don't. That skill can be carried over to fly fishing. If, however, you are starting out with a fly rod, you are probably being much less effective in determining where the fish lay up because you can fish through holding water and your chances of getting a hit on fly are much less. Most of the really good steelhead fly fishers that I know, started out on gear.