While I really like the piano, and musically it would probably be better for your son to start with the piano, I say let him play what he is begging you to play. My children seem to practice so much better when it is something that they chose rather than something that I chose for them. Now that I am letting them choose, I have one boy playing the guitar, one the piano, and one the violin. The boy playing the violin just turned 7 last week. He begged me for almost two years to play the violin. We began in January and he is progressing and practicing nicely!